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% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 EUR | 509'500 EUR | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'981 EUR | 509'481 EUR | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'910 EUR | 509'410 EUR | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'731 EUR | 509'231 EUR | 94.73% | 94.73% |
09.07.2024 | 0.49% | 101.34 % | 101.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'700 EUR | 509'200 EUR | 97.76% | 97.76% |
08.07.2024 | 0.49% | 101.34 % | 101.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'693 EUR | 509'193 EUR | 99.77% | 99.77% |
05.07.2024 | 0.49% | 101.32 % | 101.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'615 EUR | 509'115 EUR | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.31 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'533 EUR | 509'033 EUR | 98.27% | 98.27% |
03.07.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'363 EUR | 508'863 EUR | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.23 % | 101.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'144 EUR | 508'644 EUR | 100.00% | 100.00% |