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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'783 EUR | 250'783 EUR | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'153 | 250'153 | 249'137 EUR | 251'138 EUR | 99.50% | 99.50% |
15.05.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 252'095 | 252'095 | 250'054 EUR | 252'071 EUR | 99.43% | 99.43% |
14.05.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 252'108 | 252'108 | 250'572 EUR | 252'589 EUR | 98.90% | 98.90% |
13.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 252'087 | 252'087 | 250'090 EUR | 252'107 EUR | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 252'152 | 252'152 | 250'103 EUR | 252'120 EUR | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 252'102 | 252'102 | 248'722 EUR | 250'738 EUR | 98.01% | 98.01% |
07.05.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 252'035 | 252'035 | 248'226 EUR | 250'242 EUR | 99.44% | 99.44% |
06.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'688 EUR | 494'688 EUR | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 252'102 | 252'102 | 246'391 EUR | 248'408 EUR | 100.00% | 100.00% |