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 | 0.49% | 101.25 % | 101.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'500 EUR | 508'749 EUR | 96.95% | 96.95% |
19.11.2024 | 0.49% | 101.25 % | 101.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'180 EUR | 508'089 EUR | 98.85% | 98.85% |
18.11.2024 | 0.49% | 101.25 % | 101.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'900 EUR | 508'952 EUR | 99.07% | 99.07% |
15.11.2024 | 0.49% | 101.25 % | 101.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'600 EUR | 508'302 EUR | 99.37% | 99.37% |
14.11.2024 | 0.49% | 101.00 % | 101.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'830 EUR | 506'914 EUR | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'530 EUR | 505'266 EUR | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'800 EUR | 506'898 EUR | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.35 % | 101.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'013'170 EUR | 509'084 EUR | 99.06% | 99.06% |
08.11.2024 | 0.49% | 101.40 % | 101.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'013'910 EUR | 509'453 EUR | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.65 % | 102.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015'500 EUR | 510'252 EUR | 98.97% | 98.97% |