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 | 0.48% | 104.31 % | 104.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'550 EUR | 524'050 EUR | 99.44% | 99.44% |
22.05.2024 | 0.48% | 104.27 % | 104.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'354 EUR | 523'854 EUR | 97.25% | 97.25% |
21.05.2024 | 0.48% | 104.27 % | 104.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'339 EUR | 523'839 EUR | 100.00% | 100.00% |
17.05.2024 | 0.48% | 104.23 % | 104.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'117 EUR | 523'617 EUR | 100.00% | 100.00% |
16.05.2024 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'100 EUR | 523'600 EUR | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'906 EUR | 523'406 EUR | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.16 % | 104.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'790 EUR | 523'290 EUR | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.13 % | 104.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'609 EUR | 523'109 EUR | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.13 % | 104.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'672 EUR | 523'172 EUR | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.08 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'431 EUR | 522'931 EUR | 100.00% | 100.00% |