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 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 495'211 | 495'211 | 485'045 EUR | 486'585 EUR | 99.51% | 99.51% |
18.12.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 495'234 | 495'234 | 485'512 EUR | 487'052 EUR | 100.00% | 100.00% |
17.12.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 495'236 | 495'236 | 485'095 EUR | 486'636 EUR | 100.00% | 100.00% |
16.12.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 495'232 | 495'232 | 484'330 EUR | 485'871 EUR | 100.00% | 100.00% |
13.12.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 495'234 | 495'234 | 490'214 EUR | 491'755 EUR | 100.00% | 100.00% |
12.12.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 495'234 | 495'234 | 488'360 EUR | 489'900 EUR | 100.00% | 100.00% |
11.12.2024 | 0.33% | 98.30 % | 98.61 % | 500'000 | 500'000 | 495'170 | 495'170 | 487'718 EUR | 489'258 EUR | 98.69% | 98.69% |
10.12.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 495'228 | 495'228 | 489'396 EUR | 490'937 EUR | 99.91% | 99.91% |
09.12.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 495'208 | 495'208 | 489'038 EUR | 490'579 EUR | 99.59% | 99.59% |
06.12.2024 | 0.33% | 98.30 % | 98.61 % | 500'000 | 500'000 | 495'148 | 495'148 | 487'635 EUR | 489'175 EUR | 98.53% | 98.53% |