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% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'053 EUR | 478'527 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'814 EUR | 478'407 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'164 EUR | 482'082 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'342 EUR | 480'171 EUR | 99.38% | 99.38% |
14.11.2024 | 0.53% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'796 EUR | 475'898 EUR | 99.38% | 99.38% |
13.11.2024 | 0.53% | 93.75 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'308 EUR | 472'654 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'394 EUR | 480'197 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'698 EUR | 479'349 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 94.95 % | 95.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'927 EUR | 478'464 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'563 EUR | 482'781 EUR | 98.78% | 98.78% |