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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'361 EUR | 502'180 EUR | 96.95% | 96.95% |
02.12.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'059 EUR | 499'030 EUR | 92.23% | 92.23% |
29.11.2024 | 0.51% | 99.48 % | 99.98 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'510 EUR | 496'255 EUR | 83.40% | 83.40% |
28.11.2024 | 0.50% | 98.75 % | 99.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'358 EUR | 497'679 EUR | 99.37% | 99.37% |
27.11.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'993 EUR | 495'997 EUR | 91.61% | 91.61% |
26.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'236 EUR | 498'618 EUR | 96.66% | 96.66% |
25.11.2024 | 0.50% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'174 EUR | 500'587 EUR | 99.38% | 99.38% |
22.11.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'559 EUR | 498'279 EUR | 99.38% | 99.38% |
20.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'166 EUR | 496'083 EUR | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'099 EUR | 496'549 EUR | 99.38% | 99.38% |