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% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'890 EUR | 499'445 EUR | 97.19% | 97.19% |
19.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'961 EUR | 499'480 EUR | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'491 EUR | 500'246 EUR | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'026 EUR | 500'513 EUR | 99.37% | 99.37% |
14.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'033 EUR | 500'516 EUR | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'074 EUR | 500'537 EUR | 99.37% | 99.37% |
12.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'860 EUR | 500'430 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'485 EUR | 500'242 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'829 EUR | 499'915 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'331 EUR | 500'165 EUR | 98.96% | 98.96% |