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 | 0.52% | 66.10 % | 66.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 669'640 EUR | 336'570 EUR | 98.17% | 98.17% |
12.07.2024 | 0.50% | 70.25 % | 70.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 694'540 EUR | 349'020 EUR | 99.35% | 99.35% |
11.07.2024 | 0.52% | 68.15 % | 68.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 676'190 EUR | 339'845 EUR | 98.98% | 98.98% |
10.07.2024 | 0.53% | 67.40 % | 67.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 664'456 EUR | 333'978 EUR | 99.35% | 99.35% |
09.07.2024 | 0.52% | 66.30 % | 66.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 668'996 EUR | 336'248 EUR | 99.35% | 99.35% |
08.07.2024 | 0.51% | 67.25 % | 67.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 680'258 EUR | 341'879 EUR | 99.35% | 99.35% |
05.07.2024 | 0.50% | 69.40 % | 69.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 699'958 EUR | 351'729 EUR | 99.35% | 99.35% |
04.07.2024 | 0.51% | 69.45 % | 69.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 690'468 EUR | 346'984 EUR | 99.35% | 99.35% |
03.07.2024 | 0.51% | 68.50 % | 68.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 686'959 EUR | 345'230 EUR | 99.35% | 99.35% |
02.07.2024 | 0.51% | 68.35 % | 68.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 686'043 EUR | 344'772 EUR | 99.35% | 99.35% |