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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'500 EUR | 102'700 EUR | 97.20% | 97.20% |
18.12.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'000 EUR | 102'800 EUR | 100.00% | 100.00% |
17.12.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'543 EUR | 102'709 EUR | 100.00% | 100.00% |
16.12.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'135 EUR | 102'627 EUR | 100.00% | 100.00% |
13.12.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'000 EUR | 102'600 EUR | 100.00% | 100.00% |
12.12.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'015 EUR | 102'603 EUR | 100.00% | 100.00% |
11.12.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'351 EUR | 102'470 EUR | 98.80% | 98.80% |
10.12.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'141 EUR | 102'028 EUR | 100.00% | 100.00% |
09.12.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'490 EUR | 101'698 EUR | 98.93% | 98.93% |
06.12.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'387 EUR | 101'277 EUR | 95.88% | 95.88% |