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 | 0.52% | 77.50 % | 77.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 773'464 EUR | 388'732 EUR | 93.67% | 93.67% |
18.12.2024 | 0.51% | 77.60 % | 78.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 777'530 EUR | 390'765 EUR | 94.03% | 94.03% |
17.12.2024 | 0.51% | 77.70 % | 78.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 778'339 EUR | 391'169 EUR | 97.45% | 97.45% |
16.12.2024 | 0.51% | 77.20 % | 77.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 776'406 EUR | 390'203 EUR | 98.78% | 98.78% |
13.12.2024 | 0.49% | 80.55 % | 80.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 807'980 EUR | 405'990 EUR | 98.73% | 98.73% |
12.12.2024 | 0.51% | 78.55 % | 78.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 785'909 EUR | 394'954 EUR | 98.45% | 98.45% |
11.12.2024 | 0.51% | 78.40 % | 78.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 788'328 EUR | 396'164 EUR | 96.01% | 96.01% |
10.12.2024 | 0.50% | 79.75 % | 80.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 793'197 EUR | 398'599 EUR | 97.53% | 97.53% |
09.12.2024 | 0.51% | 78.40 % | 78.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 782'618 EUR | 393'309 EUR | 97.57% | 97.57% |
06.12.2024 | 0.52% | 76.95 % | 77.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 766'048 EUR | 385'024 EUR | 98.56% | 98.56% |