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 | 0.55% | 90.55 % | 91.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 909'973 EUR | 457'486 EUR | 99.38% | 99.38% |
19.11.2024 | 0.55% | 89.75 % | 90.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 898'872 EUR | 451'936 EUR | 99.38% | 99.38% |
18.11.2024 | 0.55% | 91.10 % | 91.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 912'650 EUR | 458'825 EUR | 99.38% | 99.38% |
15.11.2024 | 0.54% | 91.65 % | 92.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 916'039 EUR | 460'520 EUR | 99.38% | 99.38% |
14.11.2024 | 0.55% | 91.20 % | 91.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 905'149 EUR | 455'074 EUR | 99.38% | 99.38% |
13.11.2024 | 0.56% | 89.45 % | 89.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 895'330 EUR | 450'165 EUR | 99.38% | 99.38% |
12.11.2024 | 0.55% | 88.75 % | 89.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 900'365 EUR | 452'683 EUR | 99.38% | 99.38% |
11.11.2024 | 0.54% | 92.90 % | 93.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'619 EUR | 465'309 EUR | 99.38% | 99.38% |
08.11.2024 | 0.54% | 92.10 % | 92.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'693 EUR | 466'347 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'789 EUR | 477'894 EUR | 98.78% | 98.78% |