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 | 6.12% | 84.00 % | 89.00 % | 250'000 | 250'000 | 247'479 | 247'479 | 205'597 EUR | 218'451 EUR | 100.00% | 100.00% |
12.07.2024 | 5.84% | 86.10 % | 88.50 % | 500'000 | 500'000 | 251'653 | 251'653 | 209'744 EUR | 222'116 EUR | 100.00% | 100.00% |
11.07.2024 | 4.39% | 84.60 % | 89.20 % | 250'000 | 250'000 | 334'157 | 334'157 | 285'815 EUR | 297'032 EUR | 100.00% | 100.00% |
10.07.2024 | 2.54% | 87.30 % | 89.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 433'844 EUR | 444'774 EUR | 100.00% | 100.00% |
09.07.2024 | 2.43% | 87.60 % | 89.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 436'879 EUR | 447'402 EUR | 100.00% | 100.00% |
08.07.2024 | 2.30% | 88.60 % | 90.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 441'102 EUR | 451'140 EUR | 100.00% | 100.00% |
05.07.2024 | 2.43% | 88.30 % | 90.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 437'180 EUR | 447'693 EUR | 100.00% | 100.00% |
04.07.2024 | 2.55% | 87.70 % | 89.80 % | 500'000 | 500'000 | 494'942 | 494'942 | 431'042 EUR | 441'937 EUR | 99.45% | 99.45% |
03.07.2024 | 3.61% | 87.20 % | 89.40 % | 500'000 | 500'000 | 415'510 | 415'510 | 357'789 EUR | 369'290 EUR | 100.00% | 100.00% |
02.07.2024 | 6.08% | 82.75 % | 87.95 % | 250'000 | 250'000 | 247'479 | 247'479 | 204'721 EUR | 217'434 EUR | 100.00% | 100.00% |