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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'958 EUR | 491'458 EUR | 100.00% | 100.00% |
20.12.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'308 EUR | 489'808 EUR | 96.32% | 96.32% |
19.12.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'748 EUR | 491'248 EUR | 99.52% | 99.52% |
18.12.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'335 EUR | 494'835 EUR | 99.27% | 99.27% |
17.12.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'152 EUR | 494'652 EUR | 100.00% | 100.00% |
16.12.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 475'951 | 492'054 EUR | 470'770 EUR | 100.00% | 100.00% |
13.12.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'781 EUR | 495'281 EUR | 100.00% | 100.00% |
12.12.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'045 EUR | 495'545 EUR | 100.00% | 100.00% |
11.12.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'564 EUR | 495'064 EUR | 98.70% | 98.70% |
10.12.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'064 EUR | 495'564 EUR | 99.83% | 99.83% |