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 | 0.49% | 72.15 % | 72.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 716'698 EUR | 360'099 EUR | 99.36% | 99.36% |
15.05.2024 | 0.49% | 71.75 % | 72.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 709'814 EUR | 356'657 EUR | 99.36% | 99.36% |
14.05.2024 | 0.48% | 72.25 % | 72.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 723'056 EUR | 363'278 EUR | 99.36% | 99.36% |
13.05.2024 | 0.49% | 70.85 % | 71.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 707'659 EUR | 355'580 EUR | 99.12% | 99.12% |
10.05.2024 | 0.49% | 70.95 % | 71.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 715'599 EUR | 359'549 EUR | 99.36% | 99.36% |
08.05.2024 | 0.52% | 135.15 % | 135.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'348'950 EUR | 677'969 EUR | 99.36% | 99.36% |
07.05.2024 | 0.49% | 70.75 % | 71.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 705'945 EUR | 354'723 EUR | 99.37% | 99.37% |
06.05.2024 | 0.49% | 70.20 % | 70.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 706'723 EUR | 355'112 EUR | 99.37% | 99.37% |
03.05.2024 | 0.49% | 70.70 % | 71.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 708'694 EUR | 356'097 EUR | 99.37% | 99.37% |
02.05.2024 | 0.50% | 69.50 % | 69.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 694'076 EUR | 348'788 EUR | 99.37% | 99.37% |