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 | 0.79% | 100.80 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 EUR | 508'500 EUR | 88.35% | 100.00% |
12.07.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'513 EUR | 508'513 EUR | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'538 EUR | 508'538 EUR | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 EUR | 508'000 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 EUR | 508'000 EUR | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'220 EUR | 508'220 EUR | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 508'000 EUR | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'073 EUR | 507'073 EUR | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 507'000 EUR | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'497 EUR | 507'497 EUR | 100.00% | 100.00% |