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 | 0.96% | 104.00 % | 105.00 % | 500'000 | 500'000 | 146'783 | 146'783 | 152'649 EUR | 154'117 EUR | 99.30% | 99.30% |
15.05.2024 | 0.97% | 103.90 % | 104.90 % | 500'000 | 500'000 | 148'072 | 148'072 | 153'812 EUR | 155'296 EUR | 99.43% | 99.43% |
14.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 149'022 | 149'022 | 154'685 EUR | 156'175 EUR | 98.90% | 98.90% |
13.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'343 | 148'343 | 153'980 EUR | 155'464 EUR | 100.00% | 100.00% |
10.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'264 | 148'264 | 153'898 EUR | 155'380 EUR | 100.00% | 100.00% |
08.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 141'738 | 141'738 | 147'034 EUR | 148'451 EUR | 98.00% | 98.00% |
07.05.2024 | 0.96% | 103.70 % | 104.70 % | 500'000 | 500'000 | 148'836 | 148'836 | 154'342 EUR | 155'831 EUR | 99.49% | 99.49% |
06.05.2024 | 0.96% | 103.70 % | 104.70 % | 500'000 | 500'000 | 148'276 | 148'276 | 153'750 EUR | 155'233 EUR | 100.00% | 100.00% |
03.05.2024 | 0.96% | 103.60 % | 104.60 % | 500'000 | 500'000 | 148'293 | 148'293 | 153'618 EUR | 155'101 EUR | 100.00% | 100.00% |
02.05.2024 | 0.96% | 103.50 % | 104.50 % | 500'000 | 500'000 | 150'223 | 150'223 | 155'395 EUR | 156'897 EUR | 98.11% | 98.11% |