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 | 0.56% | 87.65 % | 88.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'800 EUR | 446'400 EUR | 99.38% | 99.38% |
19.11.2024 | 0.56% | 89.35 % | 89.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 893'132 EUR | 449'066 EUR | 99.38% | 99.38% |
18.11.2024 | 0.56% | 89.30 % | 89.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 893'971 EUR | 449'485 EUR | 99.38% | 99.38% |
15.11.2024 | 0.56% | 89.35 % | 89.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 894'401 EUR | 449'700 EUR | 99.38% | 99.38% |
14.11.2024 | 0.56% | 89.95 % | 90.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 889'634 EUR | 447'317 EUR | 99.38% | 99.38% |
13.11.2024 | 0.55% | 88.90 % | 89.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 901'281 EUR | 453'140 EUR | 99.38% | 99.38% |
12.11.2024 | 0.53% | 92.20 % | 92.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'059 EUR | 473'029 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'505 EUR | 493'752 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'985 EUR | 492'992 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'588 EUR | 494'794 EUR | 98.78% | 98.78% |