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 | 485'164 EUR | 486'704 EUR | 99.52% | 99.52% |
18.12.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 495'234 | 495'234 | 485'632 EUR | 487'172 EUR | 100.00% | 100.00% |
17.12.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 495'236 | 495'236 | 485'182 EUR | 486'723 EUR | 100.00% | 100.00% |
16.12.2024 | 0.33% | 97.50 % | 97.81 % | 500'000 | 500'000 | 495'232 | 495'232 | 483'935 EUR | 485'475 EUR | 100.00% | 100.00% |
13.12.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 495'234 | 495'234 | 489'792 EUR | 491'332 EUR | 100.00% | 100.00% |
12.12.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 495'234 | 495'234 | 488'478 EUR | 490'018 EUR | 100.00% | 100.00% |
11.12.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 495'170 | 495'170 | 487'855 EUR | 489'395 EUR | 98.70% | 98.70% |
10.12.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 495'228 | 495'228 | 489'532 EUR | 491'073 EUR | 99.91% | 99.91% |
09.12.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 495'208 | 495'208 | 488'639 EUR | 490'179 EUR | 99.60% | 99.60% |
06.12.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 495'148 | 495'148 | 487'805 EUR | 489'345 EUR | 98.53% | 98.53% |