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% | 89.35 % | 89.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 894'374 EUR | 449'687 EUR | 96.90% | 96.90% |
19.11.2024 | 0.56% | 89.80 % | 90.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 897'945 EUR | 451'473 EUR | 98.95% | 98.95% |
18.11.2024 | 0.55% | 90.65 % | 91.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'747 EUR | 458'373 EUR | 98.87% | 98.87% |
15.11.2024 | 0.54% | 92.60 % | 93.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'354 EUR | 464'677 EUR | 96.99% | 96.99% |
14.11.2024 | 0.53% | 93.05 % | 93.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'111 EUR | 471'555 EUR | 93.43% | 93.43% |
13.11.2024 | 0.53% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'498 EUR | 475'249 EUR | 98.89% | 98.89% |
12.11.2024 | 0.53% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'480 EUR | 477'240 EUR | 96.19% | 96.19% |
11.11.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'224 EUR | 480'112 EUR | 98.89% | 98.89% |
08.11.2024 | 0.52% | 94.90 % | 95.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'574 EUR | 478'787 EUR | 98.91% | 98.91% |
07.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'887 EUR | 479'444 EUR | 98.49% | 98.49% |