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% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'817 EUR | 477'909 EUR | 97.41% | 97.41% |
19.11.2024 | 0.53% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 999'992 | 500'000 | 948'996 EUR | 477'002 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'805 EUR | 479'402 EUR | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'021 EUR | 478'510 EUR | 99.37% | 99.37% |
14.11.2024 | 0.53% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'871 EUR | 475'436 EUR | 99.38% | 99.38% |
13.11.2024 | 0.54% | 93.05 % | 93.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 931'463 EUR | 468'232 EUR | 99.37% | 99.37% |
12.11.2024 | 0.53% | 92.85 % | 93.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'138 EUR | 472'569 EUR | 99.38% | 99.38% |
11.11.2024 | 0.53% | 94.65 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'748 EUR | 476'874 EUR | 99.38% | 99.38% |
08.11.2024 | 0.53% | 94.30 % | 94.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'695 EUR | 477'347 EUR | 99.37% | 99.37% |
07.11.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'186 EUR | 480'593 EUR | 96.63% | 96.63% |