Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.52% | 84.70 % | 85.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 854'128 EUR | 429'287 EUR | 97.94% | 97.94% |
19.11.2024 | 0.52% | 85.60 % | 86.05 % | 1'000'000 | 500'000 | 999'978 | 500'000 | 856'704 EUR | 430'612 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 87.15 % | 87.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'677 EUR | 437'089 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 87.45 % | 87.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 876'114 EUR | 440'307 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 87.05 % | 87.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 862'819 EUR | 433'652 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 84.10 % | 84.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 857'470 EUR | 430'929 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 87.05 % | 87.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 882'247 EUR | 443'373 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 89.00 % | 89.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 884'994 EUR | 444'747 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 86.95 % | 87.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 876'729 EUR | 440'615 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 90.50 % | 90.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 905'212 EUR | 454'856 EUR | 98.78% | 98.78% |