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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.31% | 100.10 % | 100.40 % | 500'000 | 100'000 | 494'928 | 98'986 | 495'416 EUR | 99'383 EUR | 99.25% | 99.25% |
22.05.2024 | 0.51% | 100.10 % | 100.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 495'464 EUR | 497'942 EUR | 100.00% | 100.00% |
21.05.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'947 | 494'947 | 495'937 EUR | 497'424 EUR | 99.52% | 99.52% |
17.05.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 495'959 EUR | 497'447 EUR | 100.00% | 100.00% |
16.05.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'950 | 494'950 | 495'940 EUR | 497'428 EUR | 99.62% | 99.62% |
15.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'941 | 494'941 | 496'426 EUR | 497'913 EUR | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'916 | 494'916 | 496'400 EUR | 497'888 EUR | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'455 EUR | 497'942 EUR | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'971 | 494'971 | 496'456 EUR | 497'943 EUR | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'878 | 494'878 | 496'363 EUR | 497'850 EUR | 98.15% | 98.15% |