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% | 84.65 % | 85.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 852'532 EUR | 428'483 EUR | 99.38% | 99.38% |
19.11.2024 | 0.53% | 85.55 % | 86.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 852'996 EUR | 428'746 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 87.00 % | 87.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 867'834 EUR | 436'167 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 87.00 % | 87.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'989 EUR | 437'244 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 86.25 % | 86.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 854'314 EUR | 429'369 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 83.90 % | 84.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 852'550 EUR | 428'466 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 86.30 % | 86.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 872'636 EUR | 438'568 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 87.75 % | 88.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 873'236 EUR | 438'868 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 86.45 % | 86.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 868'905 EUR | 436'702 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 88.95 % | 89.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 890'909 EUR | 447'704 EUR | 98.78% | 98.78% |