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 | 0.81% | 100.60 % | 101.40 % | 100'000 | 100'000 | 98'982 | 98'982 | 99'782 EUR | 100'575 EUR | 98.80% | 98.80% |
15.05.2024 | 0.81% | 101.20 % | 102.00 % | 100'000 | 100'000 | 98'988 | 98'988 | 100'051 EUR | 100'844 EUR | 99.41% | 99.41% |
14.05.2024 | 0.81% | 100.80 % | 101.60 % | 100'000 | 100'000 | 98'983 | 98'983 | 99'857 EUR | 100'650 EUR | 98.94% | 98.94% |
13.05.2024 | 0.81% | 101.10 % | 101.90 % | 100'000 | 100'000 | 98'994 | 98'994 | 100'047 EUR | 100'840 EUR | 100.00% | 100.00% |
10.05.2024 | 0.81% | 101.20 % | 102.00 % | 100'000 | 100'000 | 98'992 | 97'690 | 100'085 EUR | 99'551 EUR | 99.84% | 99.84% |
08.05.2024 | 0.81% | 100.90 % | 101.70 % | 100'000 | 100'000 | 98'976 | 98'976 | 99'929 EUR | 100'722 EUR | 98.26% | 98.26% |
07.05.2024 | 0.81% | 100.90 % | 101.70 % | 100'000 | 100'000 | 98'988 | 98'988 | 99'611 EUR | 100'403 EUR | 99.43% | 99.43% |
06.05.2024 | 0.81% | 100.60 % | 101.40 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'685 EUR | 100'478 EUR | 100.00% | 100.00% |
03.05.2024 | 0.81% | 100.60 % | 101.40 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'580 EUR | 100'373 EUR | 100.00% | 100.00% |
02.05.2024 | 0.81% | 100.40 % | 101.20 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'384 EUR | 100'177 EUR | 100.00% | 100.00% |