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% | 106.46 % | 106.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'304 EUR | 534'804 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.54 % | 107.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'658 EUR | 535'158 EUR | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.56 % | 107.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'656 EUR | 535'156 EUR | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.52 % | 107.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'585 EUR | 535'085 EUR | 94.72% | 94.72% |
09.07.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'475 EUR | 534'975 EUR | 97.75% | 97.75% |
08.07.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'488 EUR | 534'988 EUR | 99.77% | 99.77% |
05.07.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'037 EUR | 535'537 EUR | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'034 EUR | 535'534 EUR | 98.25% | 98.25% |
03.07.2024 | 0.47% | 106.56 % | 107.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'836 EUR | 535'336 EUR | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.55 % | 107.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'723 EUR | 535'223 EUR | 100.00% | 100.00% |