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 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'640 EUR | 492'320 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'322 EUR | 490'661 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'916 EUR | 492'458 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'815 EUR | 491'408 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'933 EUR | 489'467 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'783 EUR | 487'891 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'699 EUR | 490'349 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.20 % | 98.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'645 EUR | 493'322 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'546 EUR | 491'773 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'951 EUR | 492'475 EUR | 98.78% | 98.78% |