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 | 0.54% | 92.05 % | 92.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 920'254 EUR | 462'627 EUR | 93.68% | 93.68% |
18.12.2024 | 0.54% | 92.50 % | 93.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'220 EUR | 465'610 EUR | 95.17% | 95.17% |
17.12.2024 | 0.54% | 92.45 % | 92.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'549 EUR | 465'274 EUR | 97.45% | 97.45% |
16.12.2024 | 0.54% | 91.95 % | 92.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 923'752 EUR | 464'376 EUR | 98.76% | 98.76% |
13.12.2024 | 0.53% | 94.55 % | 95.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'603 EUR | 476'302 EUR | 98.73% | 98.73% |
12.12.2024 | 0.53% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 934'630 EUR | 469'815 EUR | 98.44% | 98.44% |
11.12.2024 | 0.53% | 93.30 % | 93.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 936'461 EUR | 470'730 EUR | 96.01% | 96.01% |
10.12.2024 | 0.53% | 94.30 % | 94.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'932 EUR | 472'466 EUR | 97.54% | 97.54% |
09.12.2024 | 0.53% | 93.30 % | 93.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'429 EUR | 468'714 EUR | 97.90% | 97.90% |
06.12.2024 | 0.54% | 92.30 % | 92.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'929 EUR | 462'464 EUR | 98.56% | 98.56% |