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% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'390 EUR | 493'195 EUR | 96.53% | 96.53% |
18.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'000 EUR | 495'000 EUR | 99.38% | 99.38% |
17.12.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'359 EUR | 495'179 EUR | 97.71% | 97.71% |
16.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'999 EUR | 494'999 EUR | 97.31% | 97.31% |
13.12.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'592 EUR | 494'796 EUR | 95.62% | 95.62% |
12.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'150 EUR | 495'075 EUR | 98.70% | 98.70% |
11.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'101 EUR | 495'051 EUR | 93.40% | 93.40% |
10.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'000 EUR | 495'000 EUR | 97.91% | 97.91% |
09.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'000 EUR | 495'000 EUR | 89.88% | 89.88% |
06.12.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'629 EUR | 494'814 EUR | 96.59% | 96.59% |