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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'562 EUR | 496'062 EUR | 99.79% | 99.79% |
18.12.2024 | 0.50% | 99.34 % | 99.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'198 EUR | 498'698 EUR | 96.59% | 96.59% |
17.12.2024 | 0.50% | 99.18 % | 99.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'291 EUR | 499'791 EUR | 98.47% | 98.47% |
16.12.2024 | 0.50% | 99.04 % | 99.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'267 EUR | 496'767 EUR | 100.00% | 100.00% |
13.12.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'649 EUR | 499'149 EUR | 100.00% | 100.00% |
12.12.2024 | 0.50% | 98.96 % | 99.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'820 EUR | 497'320 EUR | 100.00% | 100.00% |
11.12.2024 | 0.50% | 100.04 % | 100.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'882 EUR | 502'382 EUR | 100.00% | 100.00% |
10.12.2024 | 0.49% | 101.17 % | 101.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'460 EUR | 508'960 EUR | 98.26% | 98.26% |
09.12.2024 | 0.49% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'692 EUR | 510'192 EUR | 100.00% | 100.00% |
06.12.2024 | 0.49% | 101.58 % | 102.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'763 EUR | 510'263 EUR | 100.00% | 100.00% |