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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'266 EUR | 484'133 EUR | 98.03% | 98.03% |
14.05.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'945 EUR | 483'473 EUR | 93.26% | 93.26% |
13.05.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'836 EUR | 484'918 EUR | 94.97% | 94.97% |
10.05.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'403 EUR | 484'201 EUR | 98.91% | 98.91% |
08.05.2024 | 0.48% | 94.15 % | 94.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'039 EUR | 472'272 EUR | 98.67% | 98.67% |
07.05.2024 | 0.49% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'762 EUR | 475'724 EUR | 98.48% | 98.48% |
06.05.2024 | 0.48% | 93.85 % | 94.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'299 EUR | 471'400 EUR | 98.73% | 98.73% |
03.05.2024 | 0.48% | 93.40 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 936'721 EUR | 470'610 EUR | 98.90% | 98.90% |
02.05.2024 | 0.48% | 93.20 % | 93.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 928'981 EUR | 466'740 EUR | 98.91% | 98.91% |
30.04.2024 | 0.48% | 92.45 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 928'008 EUR | 466'254 EUR | 98.65% | 98.65% |