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 | 0.47% | 106.25 % | 106.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'250 EUR | 533'750 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.30 % | 106.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'500 EUR | 534'000 EUR | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.31 % | 106.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'550 EUR | 534'050 EUR | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.30 % | 106.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'500 EUR | 534'000 EUR | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.32 % | 106.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'600 EUR | 534'100 EUR | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'650 EUR | 534'150 EUR | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.38 % | 106.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'936 EUR | 534'436 EUR | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'950 EUR | 534'450 EUR | 98.25% | 98.25% |
03.07.2024 | 0.47% | 106.36 % | 106.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'800 EUR | 534'300 EUR | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'750 EUR | 534'250 EUR | 100.00% | 100.00% |