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 | 0.97% | 85.20 % | 87.10 % | 50'000 | 50'000 | 486'226 | 486'226 | 416'827 EUR | 420'733 EUR | 98.86% | 98.86% |
12.07.2024 | 0.95% | 87.60 % | 89.50 % | 50'000 | 50'000 | 485'666 | 485'336 | 424'027 EUR | 427'639 EUR | 98.98% | 98.98% |
11.07.2024 | 0.96% | 86.90 % | 88.80 % | 50'000 | 50'000 | 486'486 | 486'486 | 421'020 EUR | 424'928 EUR | 98.80% | 98.80% |
10.07.2024 | 0.72% | 87.00 % | 88.70 % | 50'000 | 50'000 | 487'924 | 487'924 | 423'406 EUR | 426'348 EUR | 98.48% | 98.48% |
09.07.2024 | 0.95% | 86.70 % | 88.50 % | 50'000 | 50'000 | 486'052 | 486'052 | 423'608 EUR | 427'513 EUR | 98.90% | 98.90% |
08.07.2024 | 0.94% | 87.50 % | 89.30 % | 50'000 | 50'000 | 485'617 | 485'617 | 427'392 EUR | 431'294 EUR | 98.99% | 98.99% |
05.07.2024 | 0.94% | 87.60 % | 89.40 % | 50'000 | 50'000 | 489'378 | 489'378 | 427'249 EUR | 431'177 EUR | 98.15% | 98.15% |
04.07.2024 | 0.93% | 87.90 % | 89.80 % | 50'000 | 50'000 | 490'887 | 490'887 | 430'704 EUR | 434'643 EUR | 97.26% | 97.26% |
03.07.2024 | 0.96% | 87.80 % | 89.70 % | 50'000 | 50'000 | 486'442 | 486'442 | 419'185 EUR | 423'093 EUR | 98.81% | 98.81% |
02.07.2024 | 0.91% | 86.80 % | 87.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'839 EUR | 440'839 EUR | 95.83% | 95.83% |