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% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'873 EUR | 494'936 EUR | 96.65% | 96.65% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'778 EUR | 492'389 EUR | 98.06% | 98.06% |
18.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'467 EUR | 494'233 EUR | 97.70% | 97.70% |
15.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'565 EUR | 492'282 EUR | 99.25% | 99.25% |
14.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'758 EUR | 490'879 EUR | 98.43% | 98.43% |
13.11.2024 | 0.51% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'667 EUR | 492'334 EUR | 99.12% | 99.12% |
12.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'979 EUR | 495'490 EUR | 99.10% | 99.10% |
11.11.2024 | 0.51% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'428 EUR | 496'214 EUR | 98.84% | 98.84% |
08.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'045 EUR | 496'022 EUR | 99.16% | 99.16% |
07.11.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'557 EUR | 497'278 EUR | 98.91% | 98.91% |