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% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'990 EUR | 506'997 EUR | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'090 EUR | 508'043 EUR | 99.36% | 99.36% |
14.05.2024 | 0.49% | 101.05 % | 101.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'000 EUR | 508'002 EUR | 99.36% | 99.36% |
13.05.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'270 EUR | 508'133 EUR | 99.36% | 99.36% |
10.05.2024 | 0.49% | 101.20 % | 101.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'680 EUR | 508'342 EUR | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'900 EUR | 507'952 EUR | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'740 EUR | 507'870 EUR | 99.37% | 99.37% |
06.05.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'640 EUR | 507'822 EUR | 98.75% | 98.75% |
03.05.2024 | 0.49% | 100.85 % | 101.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'650 EUR | 506'826 EUR | 99.36% | 99.36% |
02.05.2024 | 0.49% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'580 EUR | 506'792 EUR | 99.36% | 99.36% |