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 | 0.52% | 57.35 % | 57.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 580'589 EUR | 291'795 EUR | 99.36% | 99.36% |
15.05.2024 | 0.51% | 58.80 % | 59.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 584'736 EUR | 293'868 EUR | 99.37% | 99.37% |
14.05.2024 | 0.50% | 58.70 % | 59.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 597'628 EUR | 300'314 EUR | 99.37% | 99.37% |
13.05.2024 | 0.51% | 59.35 % | 59.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 590'493 EUR | 296'746 EUR | 98.80% | 98.80% |
10.05.2024 | 0.51% | 58.45 % | 58.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 585'838 EUR | 294'419 EUR | 99.14% | 99.14% |
08.05.2024 | 0.52% | 57.50 % | 57.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 574'694 EUR | 288'847 EUR | 98.94% | 98.94% |
07.05.2024 | 0.52% | 57.75 % | 58.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 571'312 EUR | 287'156 EUR | 99.10% | 99.10% |
06.05.2024 | 0.53% | 56.60 % | 56.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 568'924 EUR | 285'962 EUR | 98.87% | 98.87% |
03.05.2024 | 0.53% | 56.80 % | 57.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 567'542 EUR | 285'271 EUR | 99.28% | 99.28% |
02.05.2024 | 0.52% | 57.00 % | 57.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 576'415 EUR | 289'708 EUR | 99.37% | 99.37% |