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% | 103.50 % | 103.80 % | 500'000 | 500'000 | 494'950 | 494'950 | 512'276 EUR | 513'763 EUR | 99.61% | 99.61% |
15.05.2024 | 0.30% | 103.50 % | 103.80 % | 500'000 | 500'000 | 494'941 | 494'941 | 511'284 EUR | 512'771 EUR | 99.43% | 99.43% |
14.05.2024 | 0.30% | 103.10 % | 103.40 % | 500'000 | 500'000 | 494'916 | 494'916 | 510'185 EUR | 511'672 EUR | 98.95% | 98.95% |
13.05.2024 | 0.30% | 103.10 % | 103.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 509'372 EUR | 510'860 EUR | 100.00% | 100.00% |
10.05.2024 | 0.30% | 103.20 % | 103.50 % | 500'000 | 500'000 | 494'971 | 494'971 | 511'196 EUR | 512'684 EUR | 100.00% | 100.00% |
08.05.2024 | 0.30% | 102.70 % | 103.00 % | 500'000 | 500'000 | 494'883 | 494'883 | 507'634 EUR | 509'122 EUR | 98.26% | 98.26% |
07.05.2024 | 0.30% | 101.90 % | 102.20 % | 500'000 | 500'000 | 494'944 | 494'944 | 503'762 EUR | 505'249 EUR | 99.48% | 99.48% |
06.05.2024 | 0.30% | 102.40 % | 102.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'703 EUR | 507'191 EUR | 100.00% | 100.00% |
03.05.2024 | 0.30% | 102.00 % | 102.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 506'678 EUR | 508'165 EUR | 100.00% | 100.00% |
02.05.2024 | 0.30% | 102.50 % | 102.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 507'245 EUR | 508'733 EUR | 100.00% | 100.00% |