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 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'624 EUR | 487'312 EUR | 90.00% | 90.00% |
15.05.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'518 EUR | 487'259 EUR | 96.21% | 96.21% |
14.05.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'253 EUR | 486'626 EUR | 93.09% | 93.09% |
13.05.2024 | 0.52% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'209 EUR | 485'105 EUR | 89.32% | 89.32% |
10.05.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'167 EUR | 488'083 EUR | 96.67% | 96.67% |
08.05.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'253 EUR | 487'127 EUR | 98.32% | 98.32% |
07.05.2024 | 0.52% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'080 EUR | 486'040 EUR | 96.43% | 96.43% |
06.05.2024 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'384 EUR | 479'682 EUR | 93.62% | 93.62% |
03.05.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'208 EUR | 477'602 EUR | 97.61% | 97.61% |
02.05.2024 | 0.49% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 944'627 EUR | 474'628 EUR | 98.26% | 98.26% |