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 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'950 | 494'950 | 497'757 EUR | 499'245 EUR | 99.62% | 99.62% |
15.05.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'941 | 494'941 | 496'971 EUR | 498'458 EUR | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'916 | 494'916 | 497'040 EUR | 498'527 EUR | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'557 EUR | 498'045 EUR | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 497'331 EUR | 498'818 EUR | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'878 | 494'878 | 497'492 EUR | 498'979 EUR | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'942 | 494'942 | 496'441 EUR | 497'928 EUR | 99.44% | 99.44% |
06.05.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'400 EUR | 497'887 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'707 | 494'707 | 496'130 EUR | 497'617 EUR | 95.05% | 95.05% |
02.05.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'306 EUR | 494'793 EUR | 100.00% | 100.00% |