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% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'450 EUR | 499'225 EUR | 96.78% | 96.78% |
19.11.2024 | 0.50% | 99.30 % | 99.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'046 EUR | 499'523 EUR | 98.84% | 98.84% |
18.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'386 EUR | 499'193 EUR | 99.06% | 99.06% |
15.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'795 EUR | 499'397 EUR | 99.37% | 99.37% |
14.11.2024 | 0.50% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'213 EUR | 500'107 EUR | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'675 EUR | 500'838 EUR | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'504 EUR | 500'252 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'789 EUR | 499'394 EUR | 99.06% | 99.06% |
08.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'116 EUR | 499'058 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'407 EUR | 498'204 EUR | 98.96% | 98.96% |