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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.48% | 93.65 % | 94.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 936'381 EUR | 470'440 EUR | 99.38% | 99.38% |
02.12.2024 | 0.49% | 92.95 % | 93.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'756 EUR | 463'128 EUR | 92.23% | 92.23% |
29.11.2024 | 0.50% | 92.44 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 909'916 EUR | 457'253 EUR | 76.26% | 76.26% |
28.11.2024 | 0.49% | 90.90 % | 91.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 915'310 EUR | 459'905 EUR | 87.65% | 87.65% |
27.11.2024 | 0.49% | 89.95 % | 90.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 907'440 EUR | 455'970 EUR | 29.32% | 29.32% |
26.11.2024 | 0.49% | 91.15 % | 91.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 914'631 EUR | 459'565 EUR | 97.33% | 97.33% |
25.11.2024 | 0.49% | 92.05 % | 92.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'095 EUR | 462'798 EUR | 99.38% | 99.38% |
22.11.2024 | 0.49% | 91.30 % | 91.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 910'735 EUR | 457'617 EUR | 97.92% | 97.92% |
20.11.2024 | 0.50% | 89.05 % | 89.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 898'863 EUR | 451'682 EUR | 99.38% | 99.38% |
19.11.2024 | 0.50% | 89.80 % | 90.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 899'628 EUR | 452'064 EUR | 99.38% | 99.38% |