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% | 104.56 % | 105.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'800 EUR | 525'300 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.57 % | 105.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'850 EUR | 525'350 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.56 % | 105.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'798 EUR | 525'298 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.52 % | 105.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'600 EUR | 525'100 EUR | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'548 EUR | 525'048 EUR | 97.77% | 97.77% |
08.07.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'532 EUR | 525'032 EUR | 99.79% | 99.79% |
05.07.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'539 EUR | 525'039 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'502 EUR | 525'002 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'281 EUR | 524'781 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'207 EUR | 524'707 EUR | 100.00% | 100.00% |