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 | 0.48% | 103.83 % | 104.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'150 EUR | 521'650 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.81 % | 104.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'050 EUR | 521'550 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'000 EUR | 521'500 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.77 % | 104.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'850 EUR | 521'350 EUR | 94.74% | 94.74% |
09.07.2024 | 0.48% | 103.76 % | 104.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'800 EUR | 521'300 EUR | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'750 EUR | 521'250 EUR | 99.76% | 99.76% |
05.07.2024 | 0.48% | 103.74 % | 104.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'700 EUR | 521'200 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.72 % | 104.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'600 EUR | 521'100 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.69 % | 104.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'450 EUR | 520'950 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.68 % | 104.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'400 EUR | 520'900 EUR | 100.00% | 100.00% |