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% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'279 EUR | 485'639 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'314 EUR | 488'157 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'015 EUR | 490'508 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'311 EUR | 490'656 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'723 EUR | 489'361 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'114 EUR | 489'557 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'739 EUR | 480'370 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'506 EUR | 482'253 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'260 EUR | 478'630 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'066 EUR | 478'002 EUR | 98.78% | 98.78% |