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 | 0.75% | 40.48 % | 40.78 % | 494'000 | 490'000 | 484'859 | 481'264 | 199'799 EUR | 199'811 EUR | 99.99% | 99.99% |
12.07.2024 | 0.75% | 41.89 % | 42.21 % | 477'000 | 473'000 | 478'235 | 474'665 | 199'770 EUR | 199'780 EUR | 99.99% | 99.99% |
11.07.2024 | 0.75% | 41.44 % | 41.75 % | 482'000 | 479'000 | 486'288 | 482'705 | 199'783 EUR | 199'807 EUR | 99.92% | 99.92% |
10.07.2024 | 0.75% | 41.15 % | 41.46 % | 486'000 | 482'000 | 486'031 | 482'360 | 199'795 EUR | 199'781 EUR | 100.00% | 100.00% |
09.07.2024 | 0.74% | 40.27 % | 40.57 % | 496'000 | 492'000 | 493'126 | 489'364 | 199'811 EUR | 199'769 EUR | 100.00% | 100.00% |
08.07.2024 | 0.75% | 40.77 % | 41.08 % | 490'000 | 486'000 | 487'523 | 483'915 | 199'793 EUR | 199'815 EUR | 99.99% | 99.99% |
05.07.2024 | 0.75% | 41.19 % | 41.50 % | 485'000 | 481'000 | 486'971 | 483'296 | 199'812 EUR | 199'803 EUR | 99.99% | 99.99% |
04.07.2024 | 0.75% | 41.08 % | 41.39 % | 486'000 | 483'000 | 487'094 | 483'496 | 199'766 EUR | 199'790 EUR | 100.00% | 100.00% |
03.07.2024 | 0.75% | 40.69 % | 41.00 % | 491'000 | 487'000 | 490'219 | 486'594 | 199'797 EUR | 199'815 EUR | 99.95% | 99.95% |
02.07.2024 | 0.75% | 40.88 % | 41.19 % | 489'000 | 485'000 | 488'560 | 484'832 | 199'797 EUR | 199'771 EUR | 99.97% | 99.97% |