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% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'951 | 494'951 | 499'127 EUR | 500'664 EUR | 99.64% | 99.64% |
15.05.2024 | 0.32% | 101.10 % | 101.41 % | 500'000 | 500'000 | 494'941 | 494'941 | 500'057 EUR | 501'594 EUR | 99.44% | 99.44% |
14.05.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'915 | 494'915 | 499'188 EUR | 500'725 EUR | 98.93% | 98.93% |
13.05.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'670 EUR | 500'207 EUR | 100.00% | 100.00% |
10.05.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'971 | 494'971 | 498'553 EUR | 500'090 EUR | 100.00% | 100.00% |
08.05.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'883 | 494'883 | 499'404 EUR | 500'941 EUR | 98.26% | 98.26% |
07.05.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'946 | 494'946 | 500'416 EUR | 501'949 EUR | 99.52% | 99.52% |
06.05.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'188 EUR | 499'725 EUR | 100.00% | 100.00% |
03.05.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 495'522 EUR | 497'052 EUR | 100.00% | 100.00% |
02.05.2024 | 0.32% | 99.90 % | 100.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'266 EUR | 495'800 EUR | 100.00% | 100.00% |