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 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 499'462 | 499'462 | 498'068 EUR | 500'067 EUR | 100.00% | 100.00% |
15.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 498'313 | 498'313 | 496'977 EUR | 498'972 EUR | 99.77% | 99.77% |
14.05.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 499'998 | 499'998 | 498'498 EUR | 500'498 EUR | 98.86% | 98.86% |
13.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 EUR | 501'000 EUR | 100.00% | 100.00% |
10.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 EUR | 501'000 EUR | 100.00% | 100.00% |
08.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'996 EUR | 500'996 EUR | 98.26% | 98.26% |
07.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 499'828 | 499'828 | 498'790 EUR | 500'790 EUR | 99.78% | 99.78% |
06.05.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'719 EUR | 500'719 EUR | 100.00% | 100.00% |
03.05.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'583 EUR | 500'583 EUR | 99.81% | 99.81% |
02.05.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'466 EUR | 500'466 EUR | 100.00% | 100.00% |