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 | 0.65% | 1.40 EUR | 1.41 EUR | 450'000 | 150'000 | 338'644 | 112'881 | 514'852 EUR | 172'746 EUR | 99.13% | 99.13% |
15.05.2024 | 0.63% | 1.65 EUR | 1.66 EUR | 300'000 | 100'000 | 312'277 | 104'092 | 495'728 EUR | 166'284 EUR | 98.82% | 98.82% |
14.05.2024 | 0.67% | 1.49 EUR | 1.50 EUR | 450'000 | 150'000 | 450'000 | 150'000 | 668'690 EUR | 224'397 EUR | 93.20% | 93.20% |
13.05.2024 | 0.65% | 1.54 EUR | 1.55 EUR | 450'000 | 150'000 | 442'788 | 147'596 | 676'194 EUR | 226'874 EUR | 98.13% | 98.13% |
10.05.2024 | 0.63% | 1.56 EUR | 1.57 EUR | 450'000 | 150'000 | 317'289 | 105'763 | 505'166 EUR | 169'446 EUR | 93.12% | 93.12% |
08.05.2024 | 0.80% | 1.22 EUR | 1.23 EUR | 450'000 | 150'000 | 450'000 | 150'000 | 559'767 EUR | 188'089 EUR | 98.44% | 98.44% |
07.05.2024 | 0.97% | 1.18 EUR | 1.19 EUR | 450'000 | 150'000 | 450'000 | 150'000 | 463'900 EUR | 156'133 EUR | 99.24% | 99.24% |
06.05.2024 | 1.14% | 0.90 EUR | 0.91 EUR | 450'000 | 150'000 | 450'000 | 150'000 | 392'981 EUR | 132'494 EUR | 98.73% | 98.73% |
03.05.2024 | 1.27% | 0.77 EUR | 0.78 EUR | 600'000 | 200'000 | 531'457 | 177'152 | 414'285 EUR | 139'867 EUR | 98.07% | 98.07% |
02.05.2024 | 1.29% | 0.76 EUR | 0.77 EUR | 600'000 | 200'000 | 589'727 | 196'576 | 454'757 EUR | 153'551 EUR | 99.38% | 99.38% |