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 | 0.50% | 100.30 % | 100.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'000 EUR | 504'000 EUR | 92.87% | 92.87% |
12.07.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'500 EUR | 504'250 EUR | 92.93% | 92.93% |
11.07.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'490 EUR | 504'245 EUR | 96.43% | 96.43% |
10.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'980 EUR | 504'490 EUR | 95.88% | 95.88% |
09.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'980 EUR | 504'491 EUR | 96.53% | 96.53% |
08.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'900 EUR | 504'449 EUR | 97.44% | 97.44% |
05.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'010 EUR | 504'505 EUR | 98.06% | 98.06% |
04.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'120 EUR | 504'558 EUR | 98.83% | 98.83% |
03.07.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'140 EUR | 504'070 EUR | 97.98% | 97.98% |
02.07.2024 | 0.50% | 100.35 % | 100.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'650 EUR | 503'327 EUR | 98.36% | 98.36% |