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% | 94.40 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'260 EUR | 476'493 EUR | 99.37% | 99.37% |
15.05.2024 | 0.50% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'618 EUR | 476'710 EUR | 99.37% | 99.37% |
14.05.2024 | 0.52% | 94.70 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'508 EUR | 477'709 EUR | 99.38% | 99.38% |
13.05.2024 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'089 EUR | 473'295 EUR | 98.80% | 98.80% |
10.05.2024 | 0.48% | 93.65 % | 94.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'873 EUR | 472'186 EUR | 99.14% | 99.14% |
08.05.2024 | 0.48% | 93.35 % | 93.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 931'676 EUR | 468'088 EUR | 98.95% | 98.95% |
07.05.2024 | 0.48% | 93.30 % | 93.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'230 EUR | 465'365 EUR | 99.10% | 99.10% |
06.05.2024 | 0.49% | 91.90 % | 92.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'168 EUR | 462'834 EUR | 98.86% | 98.86% |
03.05.2024 | 0.49% | 91.85 % | 92.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'267 EUR | 460'884 EUR | 99.29% | 99.29% |
02.05.2024 | 0.49% | 91.85 % | 92.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'660 EUR | 464'580 EUR | 99.37% | 99.37% |