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 | 0.87% | 56.72 % | 57.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 285'184 EUR | 287'684 EUR | 100.00% | 100.00% |
12.07.2024 | 0.86% | 57.87 % | 58.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 287'812 EUR | 290'312 EUR | 78.76% | 78.76% |
11.07.2024 | 0.87% | 57.14 % | 57.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 285'232 EUR | 287'732 EUR | 99.99% | 99.99% |
10.07.2024 | 0.90% | 56.08 % | 56.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 276'826 EUR | 279'326 EUR | 94.72% | 94.72% |
09.07.2024 | 0.90% | 54.82 % | 55.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 275'860 EUR | 278'360 EUR | 97.76% | 97.76% |
08.07.2024 | 0.88% | 56.16 % | 56.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 281'372 EUR | 283'872 EUR | 99.76% | 99.76% |
05.07.2024 | 0.88% | 56.11 % | 56.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 283'397 EUR | 285'897 EUR | 99.98% | 99.98% |
04.07.2024 | 0.89% | 56.21 % | 56.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 280'909 EUR | 283'409 EUR | 98.25% | 98.25% |
03.07.2024 | 0.89% | 56.37 % | 56.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 280'485 EUR | 282'985 EUR | 100.00% | 100.00% |
02.07.2024 | 0.90% | 55.69 % | 56.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 276'395 EUR | 278'895 EUR | 100.00% | 100.00% |