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 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'720 EUR | 505'859 EUR | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'270 EUR | 505'634 EUR | 99.38% | 99.38% |
18.11.2024 | 0.49% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'810 EUR | 506'903 EUR | 99.38% | 99.38% |
15.11.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'480 EUR | 505'741 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'430 EUR | 505'714 EUR | 99.38% | 99.38% |
13.11.2024 | 0.49% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'690 EUR | 506'345 EUR | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'760 EUR | 506'879 EUR | 99.38% | 99.38% |
11.11.2024 | 0.49% | 100.95 % | 101.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'080 EUR | 507'042 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.50 % | 101.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'660 EUR | 505'331 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'660 EUR | 505'829 EUR | 98.78% | 98.78% |