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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'994 EUR | 102'401 EUR | 99.25% | 99.25% |
22.05.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'500 EUR | 100.00% | 100.00% |
21.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'000 EUR | 102'400 EUR | 97.49% | 97.49% |
17.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'000 EUR | 102'400 EUR | 100.00% | 100.00% |
16.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'000 EUR | 102'400 EUR | 99.42% | 99.42% |
15.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.41% | 99.41% |
14.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.03% | 99.03% |
13.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 EUR | 102'300 EUR | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 EUR | 102'200 EUR | 98.01% | 98.01% |