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 | 1.83% | 39.49 % | 40.22 % | 500'000 | 100'000 | 494'917 | 99'047 | 196'498 EUR | 40'035 EUR | 100.00% | 100.00% |
12.07.2024 | 0.61% | 40.79 % | 41.02 % | 500'000 | 100'000 | 494'917 | 99'047 | 200'468 EUR | 40'356 EUR | 100.00% | 100.00% |
11.07.2024 | 1.73% | 39.69 % | 40.42 % | 500'000 | 100'000 | 494'917 | 99'047 | 196'658 EUR | 40'028 EUR | 100.00% | 100.00% |
10.07.2024 | 1.79% | 39.39 % | 39.62 % | 500'000 | 500'000 | 494'917 | 494'917 | 190'027 EUR | 193'357 EUR | 100.00% | 100.00% |
09.07.2024 | 0.98% | 38.49 % | 38.72 % | 500'000 | 500'000 | 494'917 | 494'917 | 190'941 EUR | 192'785 EUR | 100.00% | 100.00% |
08.07.2024 | 0.76% | 39.49 % | 39.72 % | 500'000 | 500'000 | 494'917 | 494'917 | 195'436 EUR | 196'882 EUR | 100.00% | 100.00% |
05.07.2024 | 1.88% | 38.89 % | 39.62 % | 500'000 | 500'000 | 494'916 | 494'916 | 194'796 EUR | 198'412 EUR | 100.00% | 100.00% |
04.07.2024 | 1.90% | 38.99 % | 39.72 % | 500'000 | 500'000 | 494'889 | 494'889 | 192'905 EUR | 196'521 EUR | 99.45% | 99.45% |
03.07.2024 | 1.91% | 39.09 % | 39.82 % | 500'000 | 500'000 | 494'917 | 494'917 | 192'467 EUR | 196'083 EUR | 100.00% | 100.00% |
02.07.2024 | 1.36% | 39.09 % | 39.32 % | 500'000 | 500'000 | 494'755 | 494'755 | 190'448 EUR | 192'940 EUR | 96.95% | 96.95% |