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% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'399 EUR | 493'700 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'521 EUR | 494'760 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'982 EUR | 495'991 EUR | 99.38% | 99.38% |
15.11.2024 | 0.50% | 98.75 % | 99.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'076 EUR | 497'038 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'520 EUR | 496'760 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'900 EUR | 494'450 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'802 EUR | 495'901 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'945 EUR | 496'973 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'015 EUR | 496'008 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.75 % | 99.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'361 EUR | 496'180 EUR | 98.78% | 98.78% |