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% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'250 EUR | 520'750 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'200 EUR | 520'700 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.62 % | 104.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'100 EUR | 520'600 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.59 % | 104.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'950 EUR | 520'450 EUR | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.58 % | 104.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'900 EUR | 520'400 EUR | 97.77% | 97.77% |
08.07.2024 | 0.48% | 103.57 % | 104.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'850 EUR | 520'350 EUR | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.56 % | 104.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'800 EUR | 520'300 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.55 % | 104.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'750 EUR | 520'250 EUR | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.52 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'600 EUR | 520'100 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'500 EUR | 520'000 EUR | 100.00% | 100.00% |