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 | 0.32% | 100.40 % | 100.71 % | 500'000 | 100'000 | 494'970 | 98'994 | 496'949 EUR | 99'697 EUR | 100.00% | 100.00% |
12.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'454 EUR | 497'984 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'455 EUR | 497'984 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'454 EUR | 497'992 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'455 EUR | 497'992 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'455 EUR | 497'990 EUR | 100.00% | 100.00% |
05.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'454 EUR | 497'991 EUR | 100.00% | 100.00% |
04.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'942 | 494'942 | 496'330 EUR | 497'867 EUR | 99.45% | 99.45% |
03.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'337 EUR | 497'874 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 495'148 | 495'148 | 496'139 EUR | 497'675 EUR | 99.48% | 99.48% |