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 | 0.80% | 99.40 % | 100.20 % | 1'250'000 | 1'250'000 | 258'683 | 258'683 | 256'615 EUR | 258'684 EUR | 99.60% | 99.60% |
15.05.2024 | 0.81% | 99.00 % | 99.80 % | 250'000 | 250'000 | 252'095 | 252'095 | 249'193 EUR | 251'210 EUR | 99.42% | 99.42% |
14.05.2024 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 252'099 | 252'099 | 249'582 EUR | 251'598 EUR | 98.94% | 98.94% |
13.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 252'095 | 252'095 | 249'183 EUR | 251'200 EUR | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 252'152 | 252'152 | 249'181 EUR | 251'198 EUR | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 252'149 | 252'149 | 247'708 EUR | 249'725 EUR | 98.01% | 98.01% |
07.05.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 250'000 | 252'032 | 252'032 | 246'899 EUR | 248'915 EUR | 99.44% | 99.44% |
06.05.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'372 EUR | 492'372 EUR | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 252'105 | 252'105 | 245'257 EUR | 247'274 EUR | 100.00% | 100.00% |
02.05.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 252'066 | 252'066 | 244'907 EUR | 246'923 EUR | 100.00% | 100.00% |