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% | 98.30 % | 98.61 % | 500'000 | 500'000 | 495'211 | 495'211 | 486'885 EUR | 488'425 EUR | 99.51% | 99.51% |
18.12.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 495'234 | 495'234 | 487'193 EUR | 488'734 EUR | 100.00% | 100.00% |
17.12.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 495'236 | 495'236 | 487'052 EUR | 488'592 EUR | 100.00% | 100.00% |
16.12.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 495'232 | 495'232 | 486'594 EUR | 488'134 EUR | 100.00% | 100.00% |
13.12.2024 | 0.32% | 99.20 % | 99.51 % | 500'000 | 500'000 | 495'234 | 495'234 | 492'006 EUR | 493'546 EUR | 100.00% | 100.00% |
12.12.2024 | 0.51% | 99.20 % | 99.70 % | 500'000 | 500'000 | 495'234 | 495'234 | 490'051 EUR | 492'533 EUR | 100.00% | 100.00% |
11.12.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 495'201 | 495'201 | 489'782 EUR | 492'264 EUR | 99.34% | 99.34% |