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 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'837 EUR | 482'419 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'228 EUR | 482'614 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'359 EUR | 484'680 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'322 EUR | 484'661 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'423 EUR | 481'712 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'903 EUR | 481'952 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'384 EUR | 485'692 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'088 EUR | 485'544 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.30 % | 96.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'277 EUR | 484'638 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'754 EUR | 487'877 EUR | 98.78% | 98.78% |