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% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'430 EUR | 504'216 EUR | 94.01% | 94.01% |
19.11.2024 | 0.50% | 100.30 % | 100.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'630 EUR | 504'316 EUR | 98.82% | 98.82% |
18.11.2024 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'500 EUR | 504'750 EUR | 97.26% | 97.26% |
15.11.2024 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'500 EUR | 504'751 EUR | 97.72% | 97.72% |
14.11.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'160 EUR | 504'078 EUR | 98.65% | 98.65% |
13.11.2024 | 0.50% | 100.15 % | 100.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'200 EUR | 503'101 EUR | 98.89% | 98.89% |
12.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'150 EUR | 502'576 EUR | 97.67% | 97.67% |
11.11.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'550 EUR | 502'776 EUR | 98.84% | 98.84% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'975 EUR | 501'987 EUR | 98.88% | 98.88% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'639 EUR | 501'819 EUR | 96.13% | 96.13% |