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% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'569 EUR | 492'285 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'475 EUR | 491'737 EUR | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.40 % | 98.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'727 EUR | 493'364 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'917 EUR | 493'458 EUR | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'938 EUR | 492'469 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'084 EUR | 488'542 EUR | 99.38% | 99.38% |
12.11.2024 | 0.51% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'493 EUR | 491'246 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'896 EUR | 493'448 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'649 EUR | 493'324 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'519 EUR | 494'760 EUR | 98.78% | 98.78% |