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 | 0.52% | 96.58 % | 97.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'592 EUR | 486'092 EUR | 98.31% | 98.31% |
15.05.2024 | 0.54% | 93.51 % | 94.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'924 EUR | 468'424 EUR | 100.00% | 100.00% |
14.05.2024 | 0.54% | 92.12 % | 92.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'811 EUR | 461'311 EUR | 100.00% | 100.00% |
13.05.2024 | 0.54% | 93.53 % | 94.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'365 EUR | 467'865 EUR | 100.00% | 100.00% |
10.05.2024 | 0.54% | 92.53 % | 93.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'944 EUR | 466'444 EUR | 100.00% | 100.00% |
08.05.2024 | 0.55% | 91.25 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'298 EUR | 458'798 EUR | 100.00% | 100.00% |
07.05.2024 | 0.55% | 91.09 % | 91.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'663 EUR | 455'163 EUR | 100.00% | 100.00% |
06.05.2024 | 0.56% | 90.06 % | 90.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'146 EUR | 451'646 EUR | 100.00% | 100.00% |
03.05.2024 | 0.56% | 89.30 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'830 EUR | 446'330 EUR | 100.00% | 100.00% |
02.05.2024 | 0.56% | 88.08 % | 88.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'012 EUR | 451'512 EUR | 100.00% | 100.00% |