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% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'833 EUR | 485'916 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'168 EUR | 485'584 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'043 EUR | 488'022 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'408 EUR | 488'204 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'104 EUR | 486'552 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'723 EUR | 484'361 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'852 EUR | 483'426 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'284 EUR | 485'642 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'929 EUR | 483'465 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'918 EUR | 483'459 EUR | 98.78% | 98.78% |