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% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'062 EUR | 479'531 EUR | 96.81% | 96.81% |
19.11.2024 | 0.51% | 94.55 % | 95.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'092 EUR | 477'998 EUR | 88.64% | 88.64% |
18.11.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'318 EUR | 481'159 EUR | 98.56% | 98.56% |
15.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'966 EUR | 481'483 EUR | 98.32% | 98.32% |
14.11.2024 | 0.50% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'115 EUR | 474'917 EUR | 98.90% | 98.90% |
13.11.2024 | 0.48% | 93.40 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'716 EUR | 472'129 EUR | 98.88% | 98.88% |
12.11.2024 | 0.52% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'226 EUR | 481'613 EUR | 98.74% | 98.74% |
11.11.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'688 EUR | 484'344 EUR | 98.73% | 98.73% |
08.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'518 EUR | 481'259 EUR | 94.17% | 94.17% |
07.11.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'959 EUR | 479'475 EUR | 98.45% | 98.45% |