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 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'752 EUR | 495'876 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'324 EUR | 495'662 EUR | 99.38% | 99.38% |
18.11.2024 | 0.50% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'105 EUR | 496'553 EUR | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'508 EUR | 499'254 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'946 EUR | 500'973 EUR | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'132 EUR | 501'066 EUR | 99.38% | 99.38% |
12.11.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'580 EUR | 503'291 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.05 % | 100.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'040 EUR | 503'020 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'918 EUR | 501'959 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'482 EUR | 502'241 EUR | 98.78% | 98.78% |