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% | 76.60 % | 77.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 769'203 EUR | 386'602 EUR | 96.40% | 96.40% |
19.11.2024 | 0.52% | 76.75 % | 77.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 767'842 EUR | 385'921 EUR | 97.89% | 97.89% |
18.11.2024 | 0.51% | 77.85 % | 78.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 779'608 EUR | 391'804 EUR | 98.28% | 98.28% |
15.11.2024 | 0.51% | 77.65 % | 78.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 775'190 EUR | 389'595 EUR | 98.26% | 98.26% |
14.11.2024 | 0.52% | 76.85 % | 77.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 762'481 EUR | 383'241 EUR | 98.93% | 98.93% |
13.11.2024 | 0.52% | 75.00 % | 75.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 752'516 EUR | 378'227 EUR | 98.23% | 98.23% |
12.11.2024 | 0.52% | 76.00 % | 76.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 772'896 EUR | 388'448 EUR | 98.81% | 98.81% |
11.11.2024 | 0.52% | 77.65 % | 78.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 771'439 EUR | 387'720 EUR | 98.95% | 98.95% |
08.11.2024 | 0.52% | 76.50 % | 76.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 768'929 EUR | 386'465 EUR | 91.58% | 91.58% |
07.11.2024 | 0.51% | 79.10 % | 79.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 784'513 EUR | 394'256 EUR | 98.45% | 98.45% |