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 | 0.57% | 87.70 % | 88.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 882'438 EUR | 443'719 EUR | 96.79% | 96.79% |
19.11.2024 | 0.56% | 88.55 % | 89.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'541 EUR | 446'271 EUR | 96.70% | 96.70% |
18.11.2024 | 0.56% | 88.30 % | 88.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 886'600 EUR | 445'800 EUR | 98.94% | 98.94% |
15.11.2024 | 0.56% | 89.35 % | 89.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 890'805 EUR | 447'902 EUR | 97.19% | 97.19% |
14.11.2024 | 0.56% | 89.50 % | 90.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 885'198 EUR | 445'099 EUR | 98.12% | 98.12% |