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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 300'000 | 250'000 | 300'000 | 246'703 EUR | 298'443 EUR | 98.59% | 98.59% |
23.12.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 300'000 | 250'000 | 300'000 | 246'253 EUR | 297'904 EUR | 100.00% | 100.00% |
20.12.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 300'000 | 250'000 | 285'081 | 245'289 EUR | 282'042 EUR | 100.00% | 100.00% |
19.12.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'770 EUR | 247'770 EUR | 100.00% | 100.00% |
18.12.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'743 EUR | 248'743 EUR | 100.00% | 100.00% |
17.12.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'603 EUR | 248'603 EUR | 100.00% | 100.00% |
16.12.2024 | 0.81% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'032 EUR | 249'032 EUR | 100.00% | 100.00% |
13.12.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'518 EUR | 249'518 EUR | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'780 EUR | 249'780 EUR | 100.00% | 100.00% |
11.12.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'540 EUR | 249'540 EUR | 100.00% | 100.00% |