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 | 0.53% | 94.35 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 944'884 EUR | 474'942 EUR | 96.47% | 96.47% |
19.11.2024 | 0.53% | 94.00 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 499'957 | 948'165 EUR | 476'542 EUR | 93.09% | 93.09% |
18.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'138 EUR | 484'069 EUR | 98.89% | 98.89% |
15.11.2024 | 0.52% | 96.30 % | 96.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'477 EUR | 482'239 EUR | 98.66% | 98.66% |
14.11.2024 | 0.52% | 95.65 % | 96.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'458 EUR | 478'729 EUR | 98.41% | 98.41% |
13.11.2024 | 0.52% | 94.35 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'983 EUR | 479'991 EUR | 98.93% | 98.93% |
12.11.2024 | 0.51% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'103 EUR | 487'051 EUR | 98.57% | 98.57% |
11.11.2024 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'338 EUR | 494'669 EUR | 98.93% | 98.93% |
08.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'728 EUR | 494'864 EUR | 98.94% | 98.94% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'206 EUR | 499'103 EUR | 98.52% | 98.52% |