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 | 0.64% | 78.04 % | 78.54 % | 250'000 | 50'000 | 250'000 | 50'000 | 194'236 EUR | 39'097 EUR | 100.00% | 100.00% |
12.07.2024 | 0.65% | 78.63 % | 79.13 % | 250'000 | 50'000 | 250'000 | 50'000 | 193'055 EUR | 38'861 EUR | 73.40% | 73.40% |
11.07.2024 | 0.65% | 76.57 % | 77.07 % | 250'000 | 50'000 | 250'000 | 50'000 | 190'838 EUR | 38'418 EUR | 100.00% | 100.00% |
10.07.2024 | 0.66% | 76.21 % | 76.71 % | 250'000 | 50'000 | 250'000 | 50'000 | 190'050 EUR | 38'260 EUR | 94.72% | 94.72% |
09.07.2024 | 0.66% | 75.27 % | 75.77 % | 250'000 | 50'000 | 250'000 | 50'000 | 188'261 EUR | 37'902 EUR | 97.75% | 97.75% |
08.07.2024 | 0.65% | 76.01 % | 76.51 % | 250'000 | 50'000 | 250'000 | 50'000 | 191'288 EUR | 38'508 EUR | 99.77% | 99.77% |
05.07.2024 | 0.65% | 76.85 % | 77.35 % | 250'000 | 50'000 | 250'000 | 50'000 | 192'136 EUR | 38'677 EUR | 100.00% | 100.00% |
04.07.2024 | 0.66% | 75.59 % | 76.09 % | 250'000 | 50'000 | 250'000 | 50'000 | 189'933 EUR | 38'237 EUR | 98.26% | 98.26% |
03.07.2024 | 0.65% | 76.97 % | 77.47 % | 250'000 | 50'000 | 250'000 | 50'000 | 190'249 EUR | 38'300 EUR | 100.00% | 100.00% |
02.07.2024 | 0.65% | 76.41 % | 76.91 % | 250'000 | 50'000 | 250'000 | 50'000 | 190'710 EUR | 38'392 EUR | 100.00% | 100.00% |