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 | 0.78% | 101.80 % | 102.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'000 EUR | 102'600 EUR | 100.00% | 100.00% |
12.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 EUR | 513'000 EUR | 100.00% | 100.00% |
11.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 EUR | 512'500 EUR | 100.00% | 100.00% |
10.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'310 EUR | 512'310 EUR | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 EUR | 512'000 EUR | 99.59% | 99.59% |
08.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 EUR | 511'500 EUR | 100.00% | 100.00% |
05.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 EUR | 511'500 EUR | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 EUR | 511'000 EUR | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 EUR | 510'500 EUR | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'968 EUR | 509'968 EUR | 100.00% | 100.00% |