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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'270 EUR | 489'135 EUR | 99.38% | 99.38% |
20.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'848 EUR | 492'924 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'207 EUR | 491'104 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.15 % | 98.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'410 EUR | 492'705 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'191 EUR | 492'595 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'649 EUR | 489'325 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'261 EUR | 488'130 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'328 EUR | 490'164 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'472 EUR | 491'736 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'088 EUR | 490'544 EUR | 99.38% | 99.38% |