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 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'000 EUR | 522'000 EUR | 99.62% | 99.62% |
15.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'949 EUR | 521'949 EUR | 99.43% | 99.43% |
14.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'538 EUR | 521'538 EUR | 99.03% | 99.03% |
13.05.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'510 EUR | 520'510 EUR | 100.00% | 100.00% |
10.05.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'154 EUR | 521'154 EUR | 100.00% | 100.00% |
08.05.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'205 EUR | 520'205 EUR | 98.26% | 98.26% |
07.05.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'696 EUR | 520'696 EUR | 100.00% | 100.00% |
06.05.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'841 EUR | 517'841 EUR | 100.00% | 100.00% |
03.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'141 EUR | 517'141 EUR | 100.00% | 100.00% |
02.05.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'522 EUR | 517'522 EUR | 100.00% | 100.00% |