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% | 104.12 % | 104.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'587 EUR | 523'087 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.11 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'537 EUR | 523'037 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.07 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'383 EUR | 522'883 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'250 EUR | 522'750 EUR | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'208 EUR | 522'708 EUR | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.02 % | 104.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'050 EUR | 522'550 EUR | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.98 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'927 EUR | 522'427 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.98 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'892 EUR | 522'392 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.91 % | 104.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'418 EUR | 521'918 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.83 % | 104.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'060 EUR | 521'560 EUR | 100.00% | 100.00% |