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% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'832 EUR | 500'382 EUR | 99.51% | 99.51% |
15.05.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'099 EUR | 498'649 EUR | 99.42% | 99.42% |
14.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'677 EUR | 502'227 EUR | 98.99% | 98.99% |
13.05.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'731 EUR | 499'281 EUR | 100.00% | 100.00% |
10.05.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'242 EUR | 500'792 EUR | 100.00% | 100.00% |
08.05.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'866 EUR | 498'416 EUR | 98.15% | 98.15% |
07.05.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'275 EUR | 497'821 EUR | 99.54% | 99.54% |
06.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'196 EUR | 495'746 EUR | 100.00% | 100.00% |
03.05.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'087 EUR | 496'630 EUR | 100.00% | 100.00% |
02.05.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'381 EUR | 491'928 EUR | 100.00% | 100.00% |