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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'987 EUR | 488'494 EUR | 99.37% | 99.37% |
21.05.2024 | 0.52% | 97.30 % | 97.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'010 EUR | 485'005 EUR | 96.68% | 96.68% |
17.05.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'807 EUR | 485'403 EUR | 99.36% | 99.36% |
16.05.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'027 EUR | 488'013 EUR | 99.36% | 99.36% |
15.05.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'770 EUR | 490'385 EUR | 99.36% | 99.36% |
14.05.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'413 EUR | 490'206 EUR | 99.37% | 99.37% |
13.05.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'500 EUR | 492'250 EUR | 99.36% | 99.36% |
10.05.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'780 EUR | 488'390 EUR | 99.36% | 99.36% |
08.05.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'222 EUR | 485'611 EUR | 99.37% | 99.37% |
07.05.2024 | 0.50% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'673 EUR | 476'711 EUR | 99.37% | 99.37% |