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 | 0.49% | 102.76 % | 103.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'800 EUR | 516'300 EUR | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'750 EUR | 516'250 EUR | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.73 % | 103.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'650 EUR | 516'150 EUR | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'500 EUR | 516'000 EUR | 94.72% | 94.72% |
09.07.2024 | 0.49% | 102.69 % | 103.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'450 EUR | 515'950 EUR | 97.77% | 97.77% |
08.07.2024 | 0.49% | 102.68 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'400 EUR | 515'900 EUR | 99.77% | 99.77% |
05.07.2024 | 0.49% | 102.67 % | 103.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'350 EUR | 515'850 EUR | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'297 EUR | 515'797 EUR | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.62 % | 103.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'100 EUR | 515'600 EUR | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.61 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'053 EUR | 515'553 EUR | 100.00% | 100.00% |