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% | 99.30 % | 99.61 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'498 EUR | 100'009 EUR | 100.00% | 100.00% |
12.07.2024 | 0.33% | 99.80 % | 100.11 % | 500'000 | 500'000 | 495'986 | 495'986 | 494'924 EUR | 496'464 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'364 EUR | 499'906 EUR | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'696 EUR | 499'246 EUR | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'112 EUR | 499'662 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'090 EUR | 499'638 EUR | 99.11% | 99.11% |
05.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'409 EUR | 499'959 EUR | 100.00% | 100.00% |
04.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'618 EUR | 499'168 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'803 EUR | 499'353 EUR | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'935 EUR | 498'483 EUR | 100.00% | 100.00% |