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 | 0.50% | 79.65 % | 80.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 796'788 EUR | 400'394 EUR | 97.23% | 97.23% |
19.11.2024 | 0.50% | 78.80 % | 79.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 790'621 EUR | 397'311 EUR | 98.00% | 98.00% |
18.11.2024 | 0.50% | 79.85 % | 80.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 799'685 EUR | 401'843 EUR | 99.37% | 99.37% |
15.11.2024 | 0.50% | 80.30 % | 80.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 804'434 EUR | 404'217 EUR | 99.37% | 99.37% |
14.11.2024 | 0.50% | 80.10 % | 80.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 796'527 EUR | 400'263 EUR | 98.89% | 98.89% |
13.11.2024 | 0.51% | 79.00 % | 79.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 789'204 EUR | 396'602 EUR | 99.37% | 99.37% |
12.11.2024 | 0.49% | 78.90 % | 79.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 807'274 EUR | 405'637 EUR | 89.65% | 89.65% |
11.11.2024 | 0.47% | 83.40 % | 83.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 840'704 EUR | 422'352 EUR | 99.38% | 99.38% |
08.11.2024 | 0.48% | 83.05 % | 83.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 837'101 EUR | 420'573 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 87.10 % | 87.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 860'456 EUR | 432'450 EUR | 98.97% | 98.97% |