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% | 66.85 % | 67.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 671'005 EUR | 337'253 EUR | 95.82% | 95.82% |
19.11.2024 | 0.50% | 68.70 % | 69.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 692'348 EUR | 347'924 EUR | 97.57% | 97.57% |
18.11.2024 | 0.49% | 70.70 % | 71.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 708'259 EUR | 355'879 EUR | 97.06% | 97.06% |
15.11.2024 | 0.49% | 71.20 % | 71.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 711'650 EUR | 357'575 EUR | 95.39% | 95.39% |
14.11.2024 | 0.49% | 71.00 % | 71.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 705'354 EUR | 354'427 EUR | 98.17% | 98.17% |
13.11.2024 | 0.49% | 70.20 % | 70.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 708'066 EUR | 355'783 EUR | 97.87% | 97.87% |
12.11.2024 | 0.48% | 71.55 % | 71.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 728'072 EUR | 365'786 EUR | 98.95% | 98.95% |
11.11.2024 | 0.48% | 72.80 % | 73.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 726'088 EUR | 364'794 EUR | 98.41% | 98.41% |
08.11.2024 | 0.48% | 72.95 % | 73.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 727'184 EUR | 365'342 EUR | 98.88% | 98.88% |
07.11.2024 | 0.48% | 74.40 % | 74.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 734'160 EUR | 368'830 EUR | 84.52% | 84.52% |