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 | 0.31% | 100.20 % | 100.51 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 EUR | 100'510 EUR | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 502'043 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 502'043 EUR | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 502'050 EUR | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 502'050 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 502'048 EUR | 99.11% | 99.11% |
05.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 501'550 EUR | 100.00% | 100.00% |
04.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 501'550 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 501'550 EUR | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 501'548 EUR | 100.00% | 100.00% |