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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.99% | 79.95 % | 80.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'833 EUR | 405'833 EUR | 100.00% | 100.00% |
27.12.2024 | 0.91% | 81.30 % | 82.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'639 EUR | 413'389 EUR | 100.00% | 100.00% |
23.12.2024 | 0.92% | 79.70 % | 80.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'860 EUR | 410'610 EUR | 95.22% | 95.22% |
20.12.2024 | 0.87% | 85.60 % | 86.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'346 EUR | 434'096 EUR | 32.74% | 32.74% |
19.12.2024 | 0.85% | 86.05 % | 86.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'749 EUR | 440'499 EUR | 100.00% | 100.00% |
18.12.2024 | 0.83% | 89.55 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'764 EUR | 452'514 EUR | 99.92% | 99.92% |
17.12.2024 | 0.83% | 90.35 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'896 EUR | 451'646 EUR | 100.00% | 100.00% |
16.12.2024 | 0.83% | 90.50 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'373 EUR | 455'123 EUR | 100.00% | 100.00% |
13.12.2024 | 0.83% | 89.15 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'733 EUR | 452'483 EUR | 100.00% | 100.00% |
12.12.2024 | 0.82% | 90.90 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'082 EUR | 460'832 EUR | 100.00% | 100.00% |