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% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'261 EUR | 481'631 EUR | 95.83% | 95.83% |
14.05.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'283 EUR | 482'141 EUR | 94.85% | 94.85% |
13.05.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'478 EUR | 482'239 EUR | 93.09% | 93.09% |
10.05.2024 | 0.52% | 95.65 % | 96.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'061 EUR | 481'030 EUR | 98.90% | 98.90% |
08.05.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'918 EUR | 485'459 EUR | 94.98% | 94.98% |
07.05.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'476 EUR | 482'738 EUR | 97.81% | 97.81% |
06.05.2024 | 0.52% | 95.40 % | 95.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'361 EUR | 479'181 EUR | 93.36% | 93.36% |
03.05.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'852 EUR | 478'426 EUR | 96.84% | 96.84% |
02.05.2024 | 0.52% | 94.90 % | 95.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'384 EUR | 477'681 EUR | 98.68% | 98.68% |
30.04.2024 | 0.52% | 94.75 % | 95.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'360 EUR | 477'663 EUR | 97.90% | 97.90% |