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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 1'000 | 250'000 | 1'000 | 250'918 EUR | 1'012 EUR | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 1'000 | 250'000 | 1'000 | 250'539 EUR | 1'010 EUR | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 1'000 | 250'000 | 1'000 | 250'004 EUR | 1'008 EUR | 99.97% | 99.97% |
10.07.2024 | 0.80% | 99.76 % | 100.56 % | 163'000 | 1'000 | 230'099 | 1'000 | 229'587 EUR | 1'006 EUR | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 1'000 | 250'000 | 1'000 | 248'635 EUR | 1'003 EUR | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 1'000 | 250'000 | 1'000 | 249'665 EUR | 1'007 EUR | 99.13% | 99.13% |
05.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 1'000 | 250'000 | 1'000 | 248'748 EUR | 1'003 EUR | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.19 % | 99.99 % | 225'000 | 1'000 | 235'273 | 1'000 | 233'184 EUR | 999 EUR | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 1'000 | 250'000 | 1'000 | 246'927 EUR | 996 EUR | 99.91% | 99.91% |
02.07.2024 | 0.81% | 98.32 % | 99.12 % | 245'000 | 1'000 | 245'012 | 1'000 | 240'016 EUR | 988 EUR | 100.00% | 100.00% |