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 | 0.51% | 88.40 % | 88.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 886'269 EUR | 445'384 EUR | 99.35% | 99.35% |
18.12.2024 | 0.50% | 89.05 % | 89.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 892'630 EUR | 448'565 EUR | 99.37% | 99.37% |
17.12.2024 | 0.50% | 89.30 % | 89.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 892'414 EUR | 448'457 EUR | 99.38% | 99.38% |
16.12.2024 | 0.50% | 88.30 % | 88.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 889'331 EUR | 446'916 EUR | 99.38% | 99.38% |
13.12.2024 | 0.49% | 91.20 % | 91.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'133 EUR | 460'816 EUR | 99.38% | 99.38% |
12.12.2024 | 0.50% | 90.70 % | 91.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 902'502 EUR | 453'501 EUR | 99.38% | 99.38% |
11.12.2024 | 0.50% | 89.85 % | 90.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'911 EUR | 454'205 EUR | 99.38% | 99.38% |
10.12.2024 | 0.49% | 90.90 % | 91.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 907'700 EUR | 456'100 EUR | 99.38% | 99.38% |
09.12.2024 | 0.50% | 90.65 % | 91.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 900'172 EUR | 452'336 EUR | 99.38% | 99.38% |
06.12.2024 | 0.51% | 88.45 % | 88.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 884'352 EUR | 444'426 EUR | 99.38% | 99.38% |