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 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'403 EUR | 497'201 EUR | 98.23% | 98.23% |
20.11.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'310 EUR | 502'656 EUR | 95.54% | 95.54% |
19.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'157 EUR | 502'078 EUR | 98.29% | 98.29% |
18.11.2024 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'840 EUR | 504'921 EUR | 95.73% | 95.73% |
15.11.2024 | 0.50% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'080 EUR | 504'040 EUR | 93.43% | 93.43% |
14.11.2024 | 0.50% | 100.15 % | 100.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'790 EUR | 502'896 EUR | 97.02% | 97.02% |
13.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'250 EUR | 502'626 EUR | 96.64% | 96.64% |
12.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'380 EUR | 503'690 EUR | 92.46% | 92.46% |
11.11.2024 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'890 EUR | 504'445 EUR | 94.73% | 94.73% |
08.11.2024 | 0.50% | 100.05 % | 100.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'110 EUR | 502'553 EUR | 98.13% | 98.13% |