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 | 0.49% | 101.80 % | 102.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018'000 EUR | 511'502 EUR | 96.65% | 96.65% |
19.11.2024 | 0.49% | 101.80 % | 102.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'700 EUR | 508'851 EUR | 82.22% | 82.22% |
18.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'666 EUR | 497'833 EUR | 98.70% | 98.70% |
15.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'643 EUR | 494'822 EUR | 98.93% | 98.93% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'016 EUR | 489'508 EUR | 98.94% | 98.94% |
13.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'986 EUR | 492'493 EUR | 98.87% | 98.87% |
12.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'332 EUR | 492'666 EUR | 98.95% | 98.95% |
11.11.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'257 EUR | 493'628 EUR | 98.89% | 98.89% |
08.11.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'305 EUR | 494'653 EUR | 98.92% | 98.92% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'636 EUR | 498'818 EUR | 96.16% | 96.16% |