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 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'744 EUR | 509'744 EUR | 99.74% | 99.74% |
15.05.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'898 EUR | 509'898 EUR | 99.44% | 99.44% |
14.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'499 EUR | 509'499 EUR | 98.97% | 98.97% |
13.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'001 EUR | 507'001 EUR | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'277 EUR | 507'277 EUR | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'286 EUR | 504'286 EUR | 98.26% | 98.26% |
07.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'755 EUR | 505'755 EUR | 99.45% | 99.45% |
06.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'101 EUR | 503'101 EUR | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'310 EUR | 502'570 EUR | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'503 EUR | 502'503 EUR | 100.00% | 100.00% |