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% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'154 EUR | 499'577 EUR | 97.08% | 97.08% |
19.11.2024 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'540 EUR | 497'270 EUR | 98.25% | 98.25% |
18.11.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'376 EUR | 499'188 EUR | 98.36% | 98.36% |
15.11.2024 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'260 EUR | 498'130 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'526 EUR | 495'763 EUR | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'194 EUR | 493'597 EUR | 99.37% | 99.37% |
12.11.2024 | 0.50% | 98.15 % | 98.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'395 EUR | 496'697 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'576 EUR | 500'288 EUR | 99.27% | 99.27% |
08.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'932 EUR | 498'466 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'551 EUR | 499'276 EUR | 98.97% | 98.97% |