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% | 87.65 % | 88.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 880'400 EUR | 442'450 EUR | 96.84% | 96.84% |
19.11.2024 | 0.51% | 87.65 % | 88.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 876'242 EUR | 440'371 EUR | 82.16% | 82.16% |
18.11.2024 | 0.51% | 88.70 % | 89.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'995 EUR | 446'247 EUR | 99.16% | 99.16% |
15.11.2024 | 0.51% | 88.05 % | 88.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 883'238 EUR | 443'869 EUR | 99.01% | 99.01% |
14.11.2024 | 0.51% | 88.70 % | 89.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 881'653 EUR | 443'076 EUR | 99.37% | 99.37% |
13.11.2024 | 0.52% | 86.50 % | 86.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 868'385 EUR | 436'442 EUR | 98.50% | 98.50% |
12.11.2024 | 0.51% | 87.55 % | 88.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 880'951 EUR | 442'725 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 88.20 % | 88.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 878'944 EUR | 441'722 EUR | 99.13% | 99.13% |
08.11.2024 | 0.51% | 87.05 % | 87.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 872'243 EUR | 438'372 EUR | 99.35% | 99.35% |
07.11.2024 | 0.52% | 87.20 % | 87.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 861'405 EUR | 432'953 EUR | 83.09% | 83.09% |