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% | 86.75 % | 87.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 868'475 EUR | 436'488 EUR | 96.70% | 96.70% |
19.11.2024 | 0.52% | 86.00 % | 86.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 866'139 EUR | 435'319 EUR | 92.89% | 92.89% |
18.11.2024 | 0.51% | 88.15 % | 88.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 883'667 EUR | 444'083 EUR | 98.50% | 98.50% |
15.11.2024 | 0.51% | 88.85 % | 89.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'134 EUR | 445'817 EUR | 98.28% | 98.28% |
14.11.2024 | 0.52% | 87.45 % | 87.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 867'536 EUR | 436'018 EUR | 98.04% | 98.04% |
13.11.2024 | 0.51% | 84.65 % | 85.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 865'283 EUR | 434'854 EUR | 98.86% | 98.86% |
12.11.2024 | 0.50% | 88.05 % | 88.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 891'584 EUR | 448'042 EUR | 97.12% | 97.12% |
11.11.2024 | 0.50% | 89.75 % | 90.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 890'392 EUR | 447'446 EUR | 98.90% | 98.90% |
08.11.2024 | 0.51% | 87.80 % | 88.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 884'046 EUR | 444'273 EUR | 98.90% | 98.90% |
07.11.2024 | 0.49% | 90.95 % | 91.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'307 EUR | 457'904 EUR | 96.56% | 96.56% |