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 | 0.79% | 95.95 % | 96.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'578 EUR | 58'035 EUR | 100.00% | 100.00% |
20.12.2024 | 0.79% | 96.79 % | 97.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'840 EUR | 58'298 EUR | 100.00% | 100.00% |
19.12.2024 | 0.79% | 97.05 % | 97.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'276 EUR | 58'738 EUR | 100.00% | 100.00% |
18.12.2024 | 0.79% | 96.92 % | 97.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'205 EUR | 58'667 EUR | 100.00% | 100.00% |
17.12.2024 | 0.79% | 97.15 % | 97.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'224 EUR | 58'686 EUR | 100.00% | 100.00% |
16.12.2024 | 0.79% | 96.54 % | 97.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'294 EUR | 58'756 EUR | 100.00% | 100.00% |
13.12.2024 | 0.79% | 98.77 % | 99.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'303 EUR | 59'773 EUR | 100.00% | 100.00% |
12.12.2024 | 0.79% | 98.49 % | 99.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'154 EUR | 59'622 EUR | 100.00% | 100.00% |
11.12.2024 | 0.79% | 98.26 % | 99.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'175 EUR | 59'643 EUR | 100.00% | 100.00% |
10.12.2024 | 0.79% | 98.30 % | 99.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'888 EUR | 59'356 EUR | 99.51% | 99.51% |