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 | 0.48% | 104.20 % | 104.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'042'540 EUR | 523'769 EUR | 96.43% | 96.43% |
19.11.2024 | 0.48% | 104.15 % | 104.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'043'970 EUR | 524'485 EUR | 98.82% | 98.82% |
18.11.2024 | 0.48% | 104.50 % | 105.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'045'300 EUR | 525'151 EUR | 98.84% | 98.84% |
15.11.2024 | 0.49% | 104.75 % | 105.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'047'090 EUR | 526'115 EUR | 98.21% | 98.21% |
14.11.2024 | 0.48% | 104.50 % | 105.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'044'120 EUR | 524'560 EUR | 98.87% | 98.87% |
13.11.2024 | 0.48% | 104.45 % | 104.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'044'140 EUR | 524'572 EUR | 98.95% | 98.95% |
12.11.2024 | 0.48% | 104.45 % | 104.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'046'010 EUR | 525'509 EUR | 98.88% | 98.88% |
11.11.2024 | 0.52% | 104.75 % | 105.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'048'080 EUR | 526'784 EUR | 98.72% | 98.72% |
08.11.2024 | 0.48% | 104.65 % | 105.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'046'470 EUR | 525'742 EUR | 98.67% | 98.67% |
07.11.2024 | 0.48% | 104.65 % | 105.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'046'340 EUR | 525'692 EUR | 98.36% | 98.36% |