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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.52% | 85.50 % | 85.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 863'957 EUR | 434'229 EUR | 92.25% | 92.25% |
02.12.2024 | 0.48% | 83.20 % | 83.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 833'740 EUR | 418'870 EUR | 92.25% | 92.25% |
29.11.2024 | 0.50% | 82.25 % | 82.66 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 818'855 EUR | 411'477 EUR | 99.37% | 99.37% |
28.11.2024 | 0.48% | 81.55 % | 81.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 828'196 EUR | 416'098 EUR | 97.28% | 97.28% |
27.11.2024 | 0.49% | 81.80 % | 82.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 818'000 EUR | 411'000 EUR | 100.00% | 100.00% |
26.11.2024 | 0.48% | 82.40 % | 82.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 822'822 EUR | 413'411 EUR | 97.36% | 97.36% |
25.11.2024 | 0.48% | 82.95 % | 83.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 833'987 EUR | 418'994 EUR | 99.38% | 99.38% |
22.11.2024 | 0.49% | 81.60 % | 82.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 814'875 EUR | 409'437 EUR | 85.29% | 85.29% |
20.11.2024 | 0.50% | 78.55 % | 78.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 793'902 EUR | 398'951 EUR | 96.31% | 96.31% |
19.11.2024 | 0.50% | 78.30 % | 78.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 794'026 EUR | 399'013 EUR | 88.67% | 88.67% |