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% | 101.15 % | 101.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'720 EUR | 508'861 EUR | 96.69% | 96.69% |
19.11.2024 | 0.49% | 101.20 % | 101.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'420 EUR | 508'712 EUR | 98.45% | 98.45% |
18.11.2024 | 0.49% | 102.00 % | 102.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020'370 EUR | 512'686 EUR | 98.88% | 98.88% |
15.11.2024 | 0.49% | 102.25 % | 102.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'022'290 EUR | 513'644 EUR | 98.31% | 98.31% |
14.11.2024 | 0.49% | 102.30 % | 102.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'023'640 EUR | 514'318 EUR | 95.30% | 95.30% |
13.11.2024 | 0.49% | 101.35 % | 101.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'013'860 EUR | 509'431 EUR | 98.90% | 98.90% |
12.11.2024 | 0.49% | 101.35 % | 101.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'930 EUR | 511'466 EUR | 98.37% | 98.37% |
11.11.2024 | 0.49% | 102.15 % | 102.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'021'760 EUR | 513'378 EUR | 98.73% | 98.73% |
08.11.2024 | 0.49% | 101.75 % | 102.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018'970 EUR | 511'985 EUR | 98.89% | 98.89% |
07.11.2024 | 0.49% | 102.15 % | 102.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020'190 EUR | 512'596 EUR | 98.46% | 98.46% |