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 | 0.55% | 90.00 % | 90.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 906'094 EUR | 455'547 EUR | 99.38% | 99.38% |
19.11.2024 | 0.54% | 92.00 % | 92.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'234 EUR | 464'617 EUR | 99.38% | 99.38% |
18.11.2024 | 0.53% | 93.45 % | 93.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 937'342 EUR | 471'171 EUR | 99.38% | 99.38% |
15.11.2024 | 0.53% | 94.00 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'692 EUR | 471'846 EUR | 99.38% | 99.38% |
14.11.2024 | 0.53% | 93.80 % | 94.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'981 EUR | 468'990 EUR | 99.38% | 99.38% |
13.11.2024 | 0.53% | 92.85 % | 93.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'633 EUR | 470'317 EUR | 99.38% | 99.38% |
12.11.2024 | 0.53% | 93.95 % | 94.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'939 EUR | 476'470 EUR | 99.38% | 99.38% |
11.11.2024 | 0.53% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'166 EUR | 476'083 EUR | 99.38% | 99.38% |
08.11.2024 | 0.53% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'288 EUR | 477'144 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'428 EUR | 478'714 EUR | 98.78% | 98.78% |