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% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'715 EUR | 486'358 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'279 EUR | 485'640 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'329 EUR | 488'165 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'104 EUR | 488'552 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'532 EUR | 484'766 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'312 EUR | 483'156 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'924 EUR | 489'462 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'352 EUR | 491'176 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'820 EUR | 489'910 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'056 EUR | 489'028 EUR | 98.78% | 98.78% |