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% | 104.90 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'500 EUR | 527'000 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.88 % | 105.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'400 EUR | 526'900 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.87 % | 105.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'350 EUR | 526'850 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'200 EUR | 526'700 EUR | 94.73% | 94.73% |
09.07.2024 | 0.48% | 104.83 % | 105.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'150 EUR | 526'650 EUR | 97.76% | 97.76% |
08.07.2024 | 0.48% | 104.82 % | 105.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'100 EUR | 526'600 EUR | 99.76% | 99.76% |
05.07.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'050 EUR | 526'550 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'950 EUR | 526'450 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 104.76 % | 105.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'800 EUR | 526'300 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.75 % | 105.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'750 EUR | 526'250 EUR | 100.00% | 100.00% |