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% | 95.85 % | 96.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'769 EUR | 483'884 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'950 EUR | 483'475 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'654 EUR | 486'327 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'046 EUR | 486'523 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'060 EUR | 484'530 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.85 % | 96.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'651 EUR | 481'825 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'567 EUR | 480'784 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.85 % | 96.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'567 EUR | 483'284 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'441 EUR | 480'721 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'620 EUR | 480'810 EUR | 98.78% | 98.78% |