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 | 0.49% | 101.60 % | 102.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'220 EUR | 510'612 EUR | 94.02% | 94.02% |
12.07.2024 | 0.49% | 101.65 % | 102.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'460 EUR | 510'732 EUR | 89.96% | 89.96% |
11.07.2024 | 0.49% | 101.65 % | 102.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'500 EUR | 510'750 EUR | 91.91% | 91.91% |
10.07.2024 | 0.49% | 101.70 % | 102.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'000 EUR | 511'000 EUR | 81.73% | 81.73% |
09.07.2024 | 0.49% | 101.75 % | 102.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'490 EUR | 511'245 EUR | 93.57% | 93.57% |
08.07.2024 | 0.49% | 101.75 % | 102.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'500 EUR | 511'250 EUR | 90.71% | 90.71% |
05.07.2024 | 0.49% | 101.75 % | 102.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'510 EUR | 511'253 EUR | 85.38% | 85.38% |
04.07.2024 | 0.49% | 101.80 % | 102.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'980 EUR | 511'489 EUR | 84.55% | 84.55% |
03.07.2024 | 0.49% | 101.85 % | 102.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018'250 EUR | 511'625 EUR | 89.66% | 89.66% |
02.07.2024 | 0.49% | 101.85 % | 102.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018'500 EUR | 511'750 EUR | 95.37% | 95.37% |