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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'734 EUR | 491'867 EUR | 99.38% | 99.38% |
02.12.2024 | 0.52% | 96.45 % | 96.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'021 EUR | 485'011 EUR | 92.25% | 92.25% |
29.11.2024 | 0.52% | 95.67 % | 96.17 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'018 EUR | 480'009 EUR | 99.38% | 99.38% |
28.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'136 EUR | 482'068 EUR | 99.36% | 99.36% |
27.11.2024 | 0.52% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'248 EUR | 477'624 EUR | 99.38% | 99.38% |
26.11.2024 | 0.52% | 96.00 % | 96.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'118 EUR | 482'059 EUR | 97.36% | 97.36% |
25.11.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'713 EUR | 484'856 EUR | 99.38% | 99.38% |
22.11.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'276 EUR | 480'138 EUR | 98.78% | 98.78% |
20.11.2024 | 0.53% | 94.35 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'125 EUR | 475'562 EUR | 97.31% | 97.31% |
19.11.2024 | 0.53% | 94.40 % | 94.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'524 EUR | 475'262 EUR | 98.49% | 98.49% |