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 | 0.32% | 100.10 % | 100.41 % | 500'000 | 500'000 | 494'912 | 494'912 | 496'135 EUR | 497'672 EUR | 98.86% | 98.86% |
15.05.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'940 | 494'940 | 497'254 EUR | 498'791 EUR | 99.42% | 99.42% |
14.05.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'913 | 494'913 | 496'273 EUR | 497'810 EUR | 98.90% | 98.90% |
13.05.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'136 EUR | 498'673 EUR | 100.00% | 100.00% |
10.05.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'409 EUR | 498'946 EUR | 100.00% | 100.00% |
08.05.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'875 | 494'875 | 496'074 EUR | 497'611 EUR | 98.15% | 98.15% |
07.05.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'941 | 494'941 | 494'447 EUR | 495'980 EUR | 99.43% | 99.43% |
06.05.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 495'369 EUR | 496'906 EUR | 100.00% | 100.00% |
03.05.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'546 EUR | 496'075 EUR | 100.00% | 100.00% |
02.05.2024 | 0.32% | 99.70 % | 100.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'202 EUR | 494'736 EUR | 100.00% | 100.00% |