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% | 104.08 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'583 EUR | 523'083 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'707 EUR | 523'207 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'094 EUR | 522'594 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.96 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'738 EUR | 522'238 EUR | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'670 EUR | 522'170 EUR | 97.75% | 97.75% |
08.07.2024 | 0.48% | 103.91 % | 104.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'884 EUR | 522'384 EUR | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.94 % | 104.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'935 EUR | 522'435 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.93 % | 104.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'563 EUR | 522'063 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.85 % | 104.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'167 EUR | 521'667 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.73 % | 104.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'569 EUR | 521'069 EUR | 100.00% | 100.00% |