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% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'893 EUR | 492'946 EUR | 98.93% | 98.93% |
15.05.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'133 EUR | 492'566 EUR | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'603 EUR | 488'801 EUR | 99.38% | 99.38% |
13.05.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'716 EUR | 486'358 EUR | 99.11% | 99.11% |
10.05.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'132 EUR | 485'566 EUR | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'210 EUR | 480'605 EUR | 99.38% | 99.38% |
07.05.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'236 EUR | 479'618 EUR | 98.56% | 98.56% |
06.05.2024 | 0.52% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'345 EUR | 477'168 EUR | 99.29% | 99.29% |
03.05.2024 | 0.52% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'302 EUR | 477'137 EUR | 99.37% | 99.37% |
02.05.2024 | 0.51% | 94.70 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'381 EUR | 476'621 EUR | 99.06% | 99.06% |