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 | 0.51% | 86.50 % | 86.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 874'942 EUR | 439'721 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 88.00 % | 88.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 879'592 EUR | 442'046 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 87.90 % | 88.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 880'054 EUR | 442'277 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 87.95 % | 88.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 881'062 EUR | 442'781 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 88.50 % | 88.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 877'433 EUR | 440'967 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 87.60 % | 88.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'520 EUR | 446'010 EUR | 99.38% | 99.38% |
12.11.2024 | 0.49% | 90.30 % | 90.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 920'713 EUR | 462'606 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'572 EUR | 484'286 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.00 % | 96.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'404 EUR | 483'202 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'922 EUR | 485'461 EUR | 98.78% | 98.78% |