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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.10.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'619 EUR | 498'809 EUR | 93.58% | 93.58% |
24.10.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'988 EUR | 498'494 EUR | 96.49% | 96.49% |
23.10.2024 | 0.50% | 99.15 % | 99.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'465 EUR | 498'232 EUR | 96.90% | 96.90% |
22.10.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'277 EUR | 497'638 EUR | 90.18% | 90.18% |
21.10.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'038 EUR | 497'019 EUR | 93.85% | 93.85% |
18.10.2024 | 0.50% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'913 EUR | 496'956 EUR | 91.86% | 91.86% |
17.10.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'979 EUR | 496'489 EUR | 93.94% | 93.94% |
16.10.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'492 EUR | 496'746 EUR | 87.85% | 87.85% |
15.10.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'511 EUR | 496'755 EUR | 97.75% | 97.75% |
14.10.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'549 EUR | 496'775 EUR | 88.09% | 88.09% |