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 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'122 EUR | 495'061 EUR | 90.99% | 90.99% |
19.11.2024 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'687 EUR | 494'343 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'071 EUR | 495'036 EUR | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'278 EUR | 495'639 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'407 EUR | 494'704 EUR | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.20 % | 98.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'304 EUR | 493'652 EUR | 99.37% | 99.37% |
12.11.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'508 EUR | 494'754 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'366 EUR | 496'683 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'679 EUR | 496'339 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'178 EUR | 497'589 EUR | 98.96% | 98.96% |