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 | 0.97% | 102.70 % | 103.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 513'500 EUR | 103'700 EUR | 95.83% | 100.00% |
12.07.2024 | - | 102.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
11.07.2024 | - | 102.00 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
10.07.2024 | - | 101.90 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
09.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 513'582 EUR | 103'516 EUR | 99.57% | 99.57% |
08.07.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 514'469 EUR | 103'694 EUR | 100.00% | 100.00% |
05.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 509'688 EUR | 102'738 EUR | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'855 EUR | 101'971 EUR | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.70 % | 102.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'871 EUR | 101'174 EUR | 100.00% | 100.00% |
02.07.2024 | 0.83% | 97.50 % | 98.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 482'504 EUR | 97'301 EUR | 100.00% | 100.00% |