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 | 0.75% | 99.20 % | 99.95 % | 201'000 | 200'000 | 201'455 | 199'853 | 199'440 EUR | 199'355 EUR | 99.98% | 99.98% |
15.05.2024 | 0.75% | 100.18 % | 100.93 % | 199'000 | 198'000 | 199'000 | 197'981 | 199'355 EUR | 199'819 EUR | 99.98% | 99.98% |
14.05.2024 | 0.75% | 100.08 % | 100.83 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'318 EUR | 199'801 EUR | 100.00% | 100.00% |
13.05.2024 | 0.75% | 100.56 % | 101.31 % | 198'000 | 197'000 | 198'950 | 197'027 | 199'516 EUR | 199'066 EUR | 100.00% | 100.00% |
10.05.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'701 EUR | 199'188 EUR | 100.00% | 100.00% |
08.05.2024 | 0.75% | 99.69 % | 100.44 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'380 EUR | 199'876 EUR | 100.00% | 100.00% |
07.05.2024 | 0.75% | 99.60 % | 100.35 % | 200'000 | 199'000 | 200'106 | 199'000 | 199'273 EUR | 199'664 EUR | 100.00% | 100.00% |
06.05.2024 | 0.75% | 99.34 % | 100.09 % | 201'000 | 199'000 | 201'000 | 199'000 | 199'673 EUR | 199'179 EUR | 100.00% | 100.00% |
03.05.2024 | 0.75% | 99.28 % | 100.03 % | 201'000 | 199'000 | 201'000 | 199'052 | 199'621 EUR | 199'179 EUR | 99.99% | 99.99% |
02.05.2024 | 0.75% | 99.27 % | 100.02 % | 201'000 | 199'000 | 201'000 | 199'012 | 199'654 EUR | 199'172 EUR | 99.95% | 99.95% |