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 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'950 | 494'950 | 494'455 EUR | 495'943 EUR | 99.61% | 99.61% |
15.05.2024 | 0.32% | 99.80 % | 100.10 % | 500'000 | 500'000 | 490'874 | 490'874 | 490'250 EUR | 491'746 EUR | 99.43% | 99.43% |
14.05.2024 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'916 | 494'916 | 494'455 EUR | 495'942 EUR | 98.96% | 98.96% |
13.05.2024 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'474 EUR | 495'962 EUR | 100.00% | 100.00% |
10.05.2024 | 0.31% | 99.80 % | 100.10 % | 500'000 | 500'000 | 494'971 | 494'971 | 494'030 EUR | 495'518 EUR | 100.00% | 100.00% |
08.05.2024 | 0.31% | 99.50 % | 99.80 % | 500'000 | 500'000 | 494'875 | 494'875 | 492'094 EUR | 493'582 EUR | 98.15% | 98.15% |
07.05.2024 | 0.31% | 99.50 % | 99.80 % | 500'000 | 500'000 | 494'950 | 494'950 | 492'475 EUR | 493'963 EUR | 99.61% | 99.61% |
06.05.2024 | 0.31% | 99.50 % | 99.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 492'421 EUR | 493'909 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 99.40 % | 99.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 491'811 EUR | 493'299 EUR | 100.00% | 100.00% |
02.05.2024 | 0.31% | 99.10 % | 99.40 % | 500'000 | 500'000 | 495'009 | 495'009 | 490'541 EUR | 492'030 EUR | 100.00% | 100.00% |