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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.23% | 40.16 % | 40.66 % | 100'000 | 50'000 | 100'000 | 50'000 | 40'294 EUR | 20'397 EUR | 99.41% | 99.41% |
22.05.2024 | 1.26% | 40.29 % | 40.79 % | 100'000 | 50'000 | 100'000 | 50'000 | 39'568 EUR | 20'034 EUR | 96.86% | 96.86% |
21.05.2024 | 1.29% | 38.94 % | 39.44 % | 100'000 | 50'000 | 100'000 | 50'000 | 38'614 EUR | 19'557 EUR | 100.00% | 100.00% |
17.05.2024 | 0.98% | 51.18 % | 51.68 % | 100'000 | 50'000 | 100'000 | 50'000 | 50'910 EUR | 25'705 EUR | 100.00% | 100.00% |
16.05.2024 | 0.97% | 51.41 % | 51.91 % | 100'000 | 50'000 | 100'000 | 50'000 | 51'382 EUR | 25'941 EUR | 98.31% | 98.31% |
15.05.2024 | 0.99% | 50.58 % | 51.08 % | 100'000 | 50'000 | 100'000 | 50'000 | 50'400 EUR | 25'450 EUR | 97.56% | 97.56% |
14.05.2024 | 0.95% | 52.08 % | 52.58 % | 100'000 | 50'000 | 100'000 | 50'000 | 52'177 EUR | 26'338 EUR | 99.83% | 99.83% |
13.05.2024 | 0.98% | 50.61 % | 51.11 % | 100'000 | 50'000 | 100'000 | 50'000 | 50'631 EUR | 25'566 EUR | 100.00% | 100.00% |
10.05.2024 | 0.96% | 50.99 % | 51.49 % | 100'000 | 50'000 | 100'000 | 50'000 | 51'613 EUR | 26'057 EUR | 100.00% | 100.00% |
08.05.2024 | 0.95% | 52.34 % | 52.84 % | 100'000 | 50'000 | 100'000 | 50'000 | 52'528 EUR | 26'514 EUR | 100.00% | 100.00% |