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 | 0.48% | 92.45 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'620 EUR | 465'560 EUR | 96.75% | 96.75% |
19.11.2024 | 0.48% | 92.85 % | 93.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 929'761 EUR | 467'130 EUR | 98.00% | 98.00% |
18.11.2024 | 0.48% | 93.30 % | 93.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'291 EUR | 471'396 EUR | 98.57% | 98.57% |
15.11.2024 | 0.52% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'313 EUR | 477'130 EUR | 98.32% | 98.32% |
14.11.2024 | 0.50% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'839 EUR | 476'300 EUR | 98.84% | 98.84% |
13.11.2024 | 0.48% | 94.40 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'419 EUR | 472'459 EUR | 98.53% | 98.53% |
12.11.2024 | 0.48% | 94.40 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'618 EUR | 475'064 EUR | 96.74% | 96.74% |
11.11.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'048 EUR | 480'524 EUR | 98.32% | 98.32% |
08.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'788 EUR | 480'894 EUR | 98.86% | 98.86% |
07.11.2024 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'796 EUR | 478'895 EUR | 97.81% | 97.81% |