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 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'409 EUR | 500'909 EUR | 99.45% | 99.45% |
15.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'652 EUR | 497'152 EUR | 99.43% | 99.43% |
14.05.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'407 EUR | 496'907 EUR | 99.02% | 99.02% |
13.05.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'677 EUR | 499'177 EUR | 100.00% | 100.00% |
10.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'347 EUR | 499'847 EUR | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'382 EUR | 496'882 EUR | 98.26% | 98.26% |
07.05.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'189 EUR | 496'689 EUR | 99.44% | 99.44% |
06.05.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'995 EUR | 495'495 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'603 EUR | 492'103 EUR | 100.00% | 100.00% |
02.05.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'378 EUR | 488'878 EUR | 100.00% | 100.00% |