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 | 0.98% | 101.40 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 EUR | 102'400 EUR | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'000 EUR | 102'200 EUR | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'985 EUR | 102'197 EUR | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'594 EUR | 101'919 EUR | 100.00% | 100.00% |
09.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'982 EUR | 101'796 EUR | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'139 EUR | 101'628 EUR | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'407 EUR | 101'681 EUR | 99.99% | 99.99% |
04.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'928 EUR | 101'586 EUR | 99.45% | 99.45% |
03.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'824 EUR | 101'565 EUR | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'322 EUR | 101'064 EUR | 99.99% | 99.99% |