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 | 0.50% | 89.80 % | 90.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 893'097 EUR | 448'799 EUR | 99.36% | 99.36% |
15.05.2024 | 0.51% | 89.25 % | 89.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 883'635 EUR | 444'067 EUR | 99.36% | 99.36% |
14.05.2024 | 0.50% | 89.70 % | 90.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 897'108 EUR | 450'804 EUR | 99.36% | 99.36% |
13.05.2024 | 0.51% | 88.15 % | 88.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 880'602 EUR | 442'551 EUR | 99.12% | 99.12% |
10.05.2024 | 0.51% | 88.20 % | 88.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 888'511 EUR | 446'506 EUR | 99.37% | 99.37% |
08.05.2024 | 0.51% | 87.90 % | 88.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 875'709 EUR | 440'105 EUR | 99.36% | 99.36% |
07.05.2024 | 0.51% | 87.35 % | 87.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 871'980 EUR | 438'240 EUR | 99.37% | 99.37% |
06.05.2024 | 0.52% | 86.45 % | 86.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 868'091 EUR | 436'295 EUR | 99.37% | 99.37% |
03.05.2024 | 0.52% | 86.70 % | 87.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'239 EUR | 436'870 EUR | 99.36% | 99.36% |
02.05.2024 | 0.51% | 85.00 % | 85.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 848'840 EUR | 426'600 EUR | 99.36% | 99.36% |