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 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 143'551 | 143'551 | 145'854 EUR | 147'002 EUR | 98.69% | 98.69% |
12.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'223 | 148'223 | 150'458 EUR | 151'941 EUR | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'382 | 148'382 | 150'642 EUR | 152'126 EUR | 100.00% | 100.00% |
10.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'234 | 148'234 | 150'693 EUR | 151'879 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 146'744 | 146'744 | 148'828 EUR | 150'001 EUR | 99.59% | 99.59% |
08.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 148'387 | 148'387 | 150'368 EUR | 151'852 EUR | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 151'693 | 151'693 | 153'774 EUR | 155'291 EUR | 96.58% | 96.58% |
04.07.2024 | 0.79% | 101.50 % | 102.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'748 EUR | 51'148 EUR | 99.46% | 99.46% |
03.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 148'279 | 148'279 | 150'479 EUR | 151'665 EUR | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 148'234 | 148'234 | 150'031 EUR | 151'514 EUR | 100.00% | 100.00% |