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 | 0.30% | 101.90 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'798 EUR | 511'348 EUR | 99.62% | 99.62% |
15.05.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'986 EUR | 511'536 EUR | 99.42% | 99.42% |
14.05.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'635 EUR | 511'185 EUR | 99.04% | 99.04% |
13.05.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'570 EUR | 510'120 EUR | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'938 EUR | 511'488 EUR | 100.00% | 100.00% |
08.05.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'560 EUR | 510'110 EUR | 98.15% | 98.15% |
07.05.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'968 EUR | 511'514 EUR | 100.00% | 100.00% |
06.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'105 EUR | 505'655 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'420 EUR | 504'962 EUR | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'657 EUR | 505'204 EUR | 100.00% | 100.00% |