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 | 0.54% | 91.70 % | 92.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'328 EUR | 463'164 EUR | 99.38% | 99.38% |
19.11.2024 | 0.54% | 91.50 % | 92.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 916'912 EUR | 460'956 EUR | 99.38% | 99.38% |
18.11.2024 | 0.54% | 92.80 % | 93.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'463 EUR | 465'232 EUR | 99.38% | 99.38% |
15.11.2024 | 0.54% | 92.65 % | 93.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 928'851 EUR | 466'925 EUR | 99.38% | 99.38% |
14.11.2024 | 0.54% | 92.65 % | 93.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 922'579 EUR | 463'789 EUR | 99.38% | 99.38% |
13.11.2024 | 0.54% | 91.55 % | 92.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 915'358 EUR | 460'179 EUR | 99.38% | 99.38% |
12.11.2024 | 0.54% | 91.00 % | 91.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'340 EUR | 464'670 EUR | 99.38% | 99.38% |
11.11.2024 | 0.53% | 93.80 % | 94.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'672 EUR | 472'836 EUR | 99.38% | 99.38% |
08.11.2024 | 0.53% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'371 EUR | 472'186 EUR | 99.38% | 99.38% |
07.11.2024 | 0.53% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 499'989 | 949'672 EUR | 477'326 EUR | 98.78% | 98.78% |