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% | 91.70 % | 92.15 % | 1'000'000 | 500'000 | 1'000'000 | 499'957 | 921'830 EUR | 463'125 EUR | 99.38% | 99.38% |
12.07.2024 | 0.48% | 93.05 % | 93.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'252 EUR | 465'376 EUR | 99.38% | 99.38% |
11.07.2024 | 0.49% | 91.95 % | 92.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'626 EUR | 461'563 EUR | 99.37% | 99.37% |
10.07.2024 | 0.50% | 90.30 % | 90.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 891'078 EUR | 447'789 EUR | 99.38% | 99.38% |
09.07.2024 | 0.50% | 88.35 % | 88.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 888'952 EUR | 446'726 EUR | 99.38% | 99.38% |
08.07.2024 | 0.50% | 90.40 % | 90.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'378 EUR | 453'939 EUR | 99.38% | 99.38% |
05.07.2024 | 0.49% | 90.10 % | 90.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 908'084 EUR | 456'292 EUR | 99.37% | 99.37% |
04.07.2024 | 0.50% | 90.10 % | 90.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 898'885 EUR | 451'692 EUR | 99.38% | 99.38% |
03.07.2024 | 0.50% | 90.15 % | 90.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 897'163 EUR | 450'832 EUR | 98.32% | 98.32% |
02.07.2024 | 0.51% | 89.15 % | 89.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 881'493 EUR | 442'997 EUR | 98.36% | 98.36% |