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% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'370 EUR | 479'185 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'658 EUR | 479'829 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'756 EUR | 482'878 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'133 EUR | 485'566 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'056 EUR | 485'028 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'248 EUR | 483'124 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'761 EUR | 484'880 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'875 EUR | 487'938 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'925 EUR | 488'462 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'703 EUR | 487'352 EUR | 98.78% | 98.78% |