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% | 85.10 % | 85.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 861'151 EUR | 432'826 EUR | 97.94% | 97.94% |
19.11.2024 | 0.51% | 84.65 % | 85.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 849'912 EUR | 427'122 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 87.35 % | 87.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 867'283 EUR | 435'892 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 86.85 % | 87.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 872'723 EUR | 438'612 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 86.75 % | 87.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 859'664 EUR | 432'048 EUR | 99.38% | 99.38% |
13.11.2024 | 0.49% | 84.60 % | 85.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 845'129 EUR | 424'646 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 83.35 % | 83.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 864'574 EUR | 434'512 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 89.35 % | 89.80 % | 1'000'000 | 500'000 | 1'000'000 | 499'957 | 898'857 EUR | 451'640 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 88.70 % | 89.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 896'838 EUR | 450'669 EUR | 99.38% | 99.38% |
07.11.2024 | 0.49% | 92.40 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 916'721 EUR | 460'611 EUR | 98.78% | 98.78% |