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 | 0.50% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'000 EUR | 497'000 EUR | 96.57% | 96.57% |
19.11.2024 | 0.50% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'114 EUR | 497'057 EUR | 98.82% | 98.82% |
18.11.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'449 EUR | 497'224 EUR | 97.26% | 97.26% |
15.11.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'507 EUR | 497'254 EUR | 97.71% | 97.71% |
14.11.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'000 EUR | 497'000 EUR | 98.67% | 98.67% |
13.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'020 EUR | 496'510 EUR | 98.89% | 98.89% |
12.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'375 EUR | 496'687 EUR | 97.68% | 97.68% |
11.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'146 EUR | 496'573 EUR | 98.83% | 98.83% |
08.11.2024 | 0.51% | 98.75 % | 99.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'568 EUR | 496'284 EUR | 98.88% | 98.88% |
07.11.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'565 EUR | 496'282 EUR | 96.13% | 96.13% |