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% | 72.20 % | 72.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 720'669 EUR | 362'084 EUR | 99.38% | 99.38% |
12.07.2024 | 0.49% | 71.85 % | 72.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 716'164 EUR | 359'832 EUR | 99.38% | 99.38% |
11.07.2024 | 0.49% | 71.40 % | 71.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 711'554 EUR | 357'527 EUR | 99.37% | 99.37% |
10.07.2024 | 0.48% | 72.05 % | 72.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 720'073 EUR | 361'787 EUR | 99.38% | 99.38% |
09.07.2024 | 0.51% | 69.20 % | 69.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 688'730 EUR | 346'115 EUR | 99.38% | 99.38% |
08.07.2024 | 0.50% | 69.10 % | 69.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 691'451 EUR | 347'476 EUR | 99.38% | 99.38% |
05.07.2024 | 0.51% | 68.35 % | 68.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 683'726 EUR | 343'613 EUR | 99.37% | 99.37% |
04.07.2024 | 0.53% | 66.65 % | 67.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 663'345 EUR | 333'423 EUR | 99.38% | 99.38% |
03.07.2024 | 0.52% | 66.15 % | 66.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 665'129 EUR | 334'314 EUR | 98.87% | 98.87% |
02.07.2024 | 0.49% | 65.20 % | 65.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 645'337 EUR | 324'239 EUR | 98.41% | 98.41% |