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 | 0.45% | 111.70 % | 112.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'500 EUR | 561'000 EUR | 99.41% | 99.41% |
22.05.2024 | 0.45% | 111.66 % | 112.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'300 EUR | 560'800 EUR | 97.24% | 97.24% |
21.05.2024 | 0.45% | 111.65 % | 112.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'250 EUR | 560'750 EUR | 100.00% | 100.00% |
17.05.2024 | 0.45% | 111.62 % | 112.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'100 EUR | 560'600 EUR | 100.00% | 100.00% |
16.05.2024 | 0.45% | 111.61 % | 112.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'050 EUR | 560'550 EUR | 100.00% | 100.00% |
15.05.2024 | 0.45% | 111.57 % | 112.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'850 EUR | 560'350 EUR | 100.00% | 100.00% |
14.05.2024 | 0.45% | 111.56 % | 112.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'800 EUR | 560'300 EUR | 100.00% | 100.00% |
13.05.2024 | 0.45% | 111.55 % | 112.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'750 EUR | 560'250 EUR | 100.00% | 100.00% |
10.05.2024 | 0.45% | 111.53 % | 112.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'650 EUR | 560'150 EUR | 100.00% | 100.00% |
08.05.2024 | 0.45% | 111.48 % | 111.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'400 EUR | 559'900 EUR | 100.00% | 100.00% |