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 | 0.49% | 91.05 % | 91.50 % | 1'000'000 | 500'000 | 999'978 | 500'000 | 910'533 EUR | 457'526 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 90.85 % | 91.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'379 EUR | 445'939 EUR | 94.68% | 94.68% |
18.11.2024 | 0.48% | 82.75 % | 83.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 832'081 EUR | 418'041 EUR | 99.38% | 99.38% |
15.11.2024 | 0.49% | 82.20 % | 82.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 821'511 EUR | 412'756 EUR | 99.38% | 99.38% |
14.11.2024 | 0.49% | 81.30 % | 81.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 808'339 EUR | 406'170 EUR | 99.38% | 99.38% |
13.11.2024 | 0.49% | 80.80 % | 81.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 813'772 EUR | 408'886 EUR | 99.38% | 99.38% |
12.11.2024 | 0.49% | 81.30 % | 81.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 816'560 EUR | 410'280 EUR | 99.38% | 99.38% |
11.11.2024 | 0.48% | 81.75 % | 82.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 824'042 EUR | 414'021 EUR | 99.38% | 99.38% |
08.11.2024 | 0.48% | 82.70 % | 83.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 830'966 EUR | 417'483 EUR | 99.38% | 99.38% |
07.11.2024 | 0.49% | 84.65 % | 85.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 848'322 EUR | 426'262 EUR | 98.78% | 98.78% |