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 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 495'790 | 495'790 | 504'706 EUR | 509'681 EUR | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 499'786 | 499'786 | 505'824 EUR | 510'822 EUR | 98.35% | 98.35% |
11.07.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 497'198 | 497'198 | 504'870 EUR | 508'859 EUR | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 499'213 | 499'213 | 507'244 EUR | 511'240 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 497'886 | 497'886 | 505'170 EUR | 509'161 EUR | 99.59% | 99.59% |
08.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 499'434 | 499'434 | 506'149 EUR | 511'146 EUR | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 498'717 | 498'717 | 505'764 EUR | 510'757 EUR | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.20 % | 102.00 % | 500'000 | 500'000 | 489'665 | 489'665 | 495'510 EUR | 499'470 EUR | 99.45% | 99.45% |
03.07.2024 | 0.82% | 101.10 % | 101.90 % | 500'000 | 500'000 | 480'104 | 480'104 | 484'763 EUR | 488'685 EUR | 100.00% | 100.00% |
02.07.2024 | 1.03% | 100.20 % | 101.20 % | 500'000 | 500'000 | 479'861 | 479'861 | 476'947 EUR | 481'826 EUR | 99.29% | 99.29% |