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% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'039 EUR | 483'020 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'531 EUR | 481'765 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'094 EUR | 486'047 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'289 EUR | 486'145 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'630 EUR | 482'815 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.85 % | 96.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'985 EUR | 483'493 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'010 EUR | 486'005 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'122 EUR | 491'061 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'683 EUR | 488'842 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'693 EUR | 491'846 EUR | 98.78% | 98.78% |