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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'000 EUR | 102'400 EUR | 99.42% | 99.42% |
15.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.41% | 99.41% |
14.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.03% | 99.03% |
13.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 EUR | 102'200 EUR | 98.01% | 98.01% |
07.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 EUR | 102'200 EUR | 100.00% | 100.00% |
06.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'438 EUR | 101'888 EUR | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'554 EUR | 101'711 EUR | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'500 EUR | 101'900 EUR | 100.00% | 100.00% |