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 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'558 EUR | 479'779 EUR | 96.60% | 96.60% |
19.11.2024 | 0.52% | 94.70 % | 95.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'550 EUR | 478'775 EUR | 93.95% | 93.95% |
18.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'620 EUR | 481'810 EUR | 98.57% | 98.57% |
15.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'820 EUR | 481'910 EUR | 98.32% | 98.32% |
14.11.2024 | 0.53% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'771 EUR | 475'886 EUR | 98.90% | 98.90% |
13.11.2024 | 0.53% | 93.80 % | 94.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'130 EUR | 473'565 EUR | 98.88% | 98.88% |
12.11.2024 | 0.52% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'986 EUR | 482'493 EUR | 96.01% | 96.01% |
11.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'143 EUR | 485'071 EUR | 98.73% | 98.73% |
08.11.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'192 EUR | 483'096 EUR | 98.88% | 98.88% |
07.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'653 EUR | 481'826 EUR | 96.12% | 96.12% |