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 | 0.82% | 98.10 % | 98.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 486'576 EUR | 98'115 EUR | 100.00% | 100.00% |
12.07.2024 | 1.03% | 98.00 % | 99.00 % | 500'000 | 500'000 | 499'477 | 499'477 | 481'798 EUR | 486'794 EUR | 100.00% | 100.00% |
11.07.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'262 EUR | 491'262 EUR | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'062 EUR | 494'062 EUR | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'894 EUR | 492'894 EUR | 99.59% | 99.59% |
08.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'025 EUR | 495'025 EUR | 100.00% | 100.00% |
05.07.2024 | - | 97.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
04.07.2024 | - | 95.60 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.45% |
03.07.2024 | - | 95.60 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
02.07.2024 | - | 91.90 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |