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% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'304 EUR | 502'152 EUR | 94.55% | 94.55% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'873 EUR | 502'436 EUR | 94.49% | 94.49% |
18.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'954 EUR | 502'477 EUR | 96.25% | 96.25% |
15.11.2024 | 0.50% | 100.05 % | 100.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'400 EUR | 502'698 EUR | 96.42% | 96.42% |
14.11.2024 | 0.50% | 100.05 % | 100.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'410 EUR | 502'704 EUR | 97.60% | 97.60% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'793 EUR | 502'397 EUR | 97.26% | 97.26% |
12.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'625 EUR | 502'312 EUR | 98.88% | 98.88% |
11.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'997 EUR | 501'999 EUR | 98.19% | 98.19% |
08.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'557 EUR | 501'778 EUR | 98.14% | 98.14% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'535 EUR | 502'267 EUR | 98.45% | 98.45% |