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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'576 EUR | 495'288 EUR | 97.59% | 97.59% |
20.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'041 EUR | 498'520 EUR | 95.75% | 95.75% |
19.11.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'270 EUR | 496'135 EUR | 97.88% | 97.88% |
18.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'503 EUR | 501'251 EUR | 98.81% | 98.81% |
15.11.2024 | 0.50% | 100.15 % | 100.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'610 EUR | 502'805 EUR | 97.11% | 97.11% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'980 EUR | 496'990 EUR | 98.14% | 98.14% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'483 EUR | 493'741 EUR | 98.72% | 98.72% |
12.11.2024 | 0.50% | 98.20 % | 98.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'303 EUR | 497'151 EUR | 98.95% | 98.95% |
11.11.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'172 EUR | 500'086 EUR | 84.38% | 84.38% |
08.11.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'873 EUR | 482'437 EUR | 98.89% | 98.89% |