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 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'200 EUR | 506'098 EUR | 98.51% | 98.51% |
15.05.2024 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'230 EUR | 506'113 EUR | 95.91% | 95.91% |
14.05.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'300 EUR | 506'150 EUR | 98.03% | 98.03% |
13.05.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'200 EUR | 506'099 EUR | 95.63% | 95.63% |
10.05.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'370 EUR | 506'186 EUR | 95.52% | 95.52% |
08.05.2024 | 0.49% | 100.80 % | 101.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'810 EUR | 506'406 EUR | 98.78% | 98.78% |
07.05.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'080 EUR | 506'040 EUR | 97.49% | 97.49% |
06.05.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'160 EUR | 506'078 EUR | 98.30% | 98.30% |
03.05.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'360 EUR | 505'682 EUR | 86.22% | 86.22% |
02.05.2024 | 0.50% | 100.50 % | 101.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'120 EUR | 505'062 EUR | 95.94% | 95.94% |