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 | 0.50% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'639 EUR | 496'320 EUR | 96.81% | 96.81% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'314 EUR | 495'157 EUR | 95.28% | 95.28% |
18.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'287 EUR | 502'143 EUR | 98.88% | 98.88% |
15.11.2024 | 0.50% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'340 EUR | 503'670 EUR | 98.32% | 98.32% |
14.11.2024 | 0.49% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'000 EUR | 506'500 EUR | 97.90% | 97.90% |
13.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'487 EUR | 496'743 EUR | 98.90% | 98.90% |
12.11.2024 | 0.50% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'717 EUR | 499'859 EUR | 98.38% | 98.38% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'800 EUR | 503'398 EUR | 98.73% | 98.73% |
08.11.2024 | 0.50% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'626 EUR | 500'813 EUR | 98.89% | 98.89% |
07.11.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'180 EUR | 502'590 EUR | 98.46% | 98.46% |