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% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'639 EUR | 479'819 EUR | 96.82% | 96.82% |
19.11.2024 | 0.49% | 94.15 % | 94.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'649 EUR | 461'074 EUR | 7.41% | 7.41% |
18.11.2024 | 0.51% | 87.50 % | 87.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 871'779 EUR | 438'140 EUR | 98.70% | 98.70% |
15.11.2024 | 0.52% | 85.75 % | 86.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 857'885 EUR | 431'192 EUR | 98.84% | 98.84% |
14.11.2024 | 0.48% | 84.45 % | 84.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 838'095 EUR | 421'047 EUR | 95.85% | 95.85% |
13.11.2024 | 0.49% | 84.00 % | 84.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 846'447 EUR | 425'313 EUR | 98.87% | 98.87% |
12.11.2024 | 0.51% | 84.50 % | 84.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 850'346 EUR | 427'358 EUR | 98.95% | 98.95% |
11.11.2024 | 0.52% | 84.95 % | 85.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 856'844 EUR | 430'672 EUR | 98.90% | 98.90% |
08.11.2024 | 0.52% | 86.30 % | 86.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 866'403 EUR | 435'452 EUR | 90.50% | 90.50% |
07.11.2024 | 0.51% | 88.30 % | 88.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 874'654 EUR | 439'577 EUR | 8.28% | 8.28% |