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 | 0.50% | 100.00 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'000 EUR | 100'500 EUR | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 503'000 EUR | 96.25% | 96.25% |
11.07.2024 | 0.52% | 100.10 % | 100.60 % | 500'000 | 500'000 | 493'115 | 493'115 | 493'598 EUR | 496'084 EUR | 99.32% | 99.32% |
10.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 503'000 EUR | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 503'000 EUR | 100.00% | 100.00% |
08.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 503'000 EUR | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 503'500 EUR | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 503'500 EUR | 98.67% | 98.67% |
03.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 503'500 EUR | 99.75% | 99.75% |
02.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 503'500 EUR | 95.28% | 95.28% |