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% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'956 | 494'956 | 489'865 EUR | 491'402 EUR | 99.73% | 99.73% |
15.05.2024 | 0.33% | 98.80 % | 99.11 % | 500'000 | 500'000 | 490'874 | 490'874 | 485'714 EUR | 487'259 EUR | 99.44% | 99.44% |
14.05.2024 | 0.32% | 99.30 % | 99.61 % | 500'000 | 500'000 | 494'916 | 494'916 | 491'640 EUR | 493'176 EUR | 98.95% | 98.95% |
13.05.2024 | 0.32% | 99.30 % | 99.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'324 EUR | 491'861 EUR | 100.00% | 100.00% |
10.05.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'971 | 494'971 | 488'319 EUR | 489'856 EUR | 100.00% | 100.00% |
08.05.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'881 | 494'881 | 485'855 EUR | 487'392 EUR | 98.26% | 98.26% |
07.05.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'950 | 494'950 | 487'954 EUR | 489'487 EUR | 99.60% | 99.60% |
06.05.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'751 EUR | 489'288 EUR | 100.00% | 100.00% |
03.05.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 486'546 EUR | 488'076 EUR | 100.00% | 100.00% |
02.05.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 495'009 | 495'009 | 484'475 EUR | 486'010 EUR | 100.00% | 100.00% |