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 | 0.52% | 47.35 % | 47.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 476'608 EUR | 239'554 EUR | 99.38% | 99.38% |
12.07.2024 | 0.52% | 48.40 % | 48.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 480'971 EUR | 241'736 EUR | 99.37% | 99.37% |
11.07.2024 | 0.52% | 47.85 % | 48.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 477'379 EUR | 239'939 EUR | 99.38% | 99.38% |
10.07.2024 | 0.54% | 47.00 % | 47.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 462'858 EUR | 232'679 EUR | 99.38% | 99.38% |
09.07.2024 | 0.54% | 45.85 % | 46.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 461'908 EUR | 232'204 EUR | 99.38% | 99.38% |
08.07.2024 | 0.53% | 47.10 % | 47.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 471'640 EUR | 237'070 EUR | 99.38% | 99.38% |
05.07.2024 | 0.52% | 47.10 % | 47.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 475'643 EUR | 239'072 EUR | 99.38% | 99.38% |
04.07.2024 | 0.53% | 47.15 % | 47.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 471'543 EUR | 237'022 EUR | 99.38% | 99.38% |
03.07.2024 | 0.53% | 47.30 % | 47.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 471'424 EUR | 236'962 EUR | 98.32% | 98.32% |
02.07.2024 | 0.54% | 46.85 % | 47.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 464'507 EUR | 233'503 EUR | 98.35% | 98.35% |