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 | 0.31% | 100.90 % | 101.20 % | 500'000 | 500'000 | 494'950 | 494'950 | 499'648 EUR | 501'135 EUR | 99.60% | 99.60% |
15.05.2024 | 0.31% | 100.90 % | 101.20 % | 500'000 | 500'000 | 494'941 | 494'941 | 499'995 EUR | 501'482 EUR | 99.43% | 99.43% |
14.05.2024 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'915 | 494'915 | 500'938 EUR | 502'425 EUR | 98.93% | 98.93% |
13.05.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'737 EUR | 501'224 EUR | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'971 | 494'971 | 499'317 EUR | 500'805 EUR | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'878 | 494'878 | 498'472 EUR | 499'960 EUR | 98.15% | 98.15% |
07.05.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'941 | 494'941 | 499'589 EUR | 501'076 EUR | 99.44% | 99.44% |
06.05.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'426 EUR | 499'913 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'522 EUR | 499'010 EUR | 99.99% | 99.99% |
02.05.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 495'037 EUR | 496'525 EUR | 100.00% | 100.00% |