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% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'264 EUR | 491'632 EUR | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'204 EUR | 491'102 EUR | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'904 EUR | 498'452 EUR | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'942 EUR | 500'471 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'000 EUR | 502'000 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'800 EUR | 494'400 EUR | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'606 EUR | 497'803 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'265 EUR | 501'133 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'170 EUR | 499'585 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'422 EUR | 500'711 EUR | 98.78% | 98.78% |