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% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'710 EUR | 503'856 EUR | 97.06% | 97.06% |
12.07.2024 | 0.50% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'620 EUR | 503'810 EUR | 96.58% | 96.58% |
11.07.2024 | 0.50% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'120 EUR | 503'560 EUR | 97.62% | 97.62% |
10.07.2024 | 0.50% | 100.25 % | 100.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'210 EUR | 503'104 EUR | 98.68% | 98.68% |
09.07.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'810 EUR | 502'904 EUR | 98.65% | 98.65% |
08.07.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'330 EUR | 502'667 EUR | 94.65% | 94.65% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'260 EUR | 502'630 EUR | 95.12% | 95.12% |
04.07.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'934 EUR | 502'467 EUR | 95.33% | 95.33% |
03.07.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'900 EUR | 502'450 EUR | 96.75% | 96.75% |
02.07.2024 | 0.50% | 100.05 % | 100.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'451 EUR | 502'225 EUR | 98.35% | 98.35% |