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 | 0.34% | 95.40 % | 95.71 % | 500'000 | 500'000 | 495'211 | 495'211 | 472'446 EUR | 473'986 EUR | 99.51% | 99.51% |
18.12.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 495'234 | 495'234 | 474'805 EUR | 476'345 EUR | 100.00% | 100.00% |
17.12.2024 | 0.54% | 95.60 % | 96.10 % | 500'000 | 500'000 | 491'519 | 491'519 | 470'148 EUR | 472'615 EUR | 56.17% | 100.00% |
16.12.2024 | - | 94.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.99% |
13.12.2024 | - | 95.60 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
12.12.2024 | - | 95.50 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
11.12.2024 | - | 94.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 98.80% |
10.12.2024 | - | 94.20 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.92% |
09.12.2024 | - | 94.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.60% |
06.12.2024 | - | 92.30 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 98.53% |