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 | 0.82% | 100.20 % | 101.00 % | 500'000 | 500'000 | 494'753 | 494'753 | 494'677 EUR | 498'641 EUR | 95.88% | 95.88% |
15.05.2024 | 0.81% | 100.60 % | 101.40 % | 500'000 | 500'000 | 494'940 | 494'940 | 497'722 EUR | 501'687 EUR | 99.42% | 99.42% |
14.05.2024 | 0.81% | 100.80 % | 101.60 % | 500'000 | 500'000 | 494'873 | 494'873 | 498'933 EUR | 502'897 EUR | 98.11% | 98.11% |
13.05.2024 | 0.82% | 99.80 % | 100.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'659 EUR | 498'624 EUR | 100.00% | 100.00% |
10.05.2024 | 0.82% | 100.00 % | 100.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 495'268 EUR | 499'233 EUR | 100.00% | 100.00% |
08.05.2024 | 0.82% | 99.70 % | 100.50 % | 500'000 | 500'000 | 494'878 | 494'878 | 494'231 EUR | 498'196 EUR | 98.15% | 98.15% |
07.05.2024 | 0.82% | 100.00 % | 100.80 % | 500'000 | 500'000 | 494'943 | 494'943 | 494'382 EUR | 498'347 EUR | 99.48% | 99.48% |
06.05.2024 | 0.82% | 99.90 % | 100.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'738 EUR | 498'703 EUR | 100.00% | 100.00% |
03.05.2024 | 0.82% | 100.00 % | 100.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'961 EUR | 498'926 EUR | 100.00% | 100.00% |
02.05.2024 | 0.82% | 99.70 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'047 EUR | 498'012 EUR | 100.00% | 100.00% |