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% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'032 EUR | 476'377 EUR | 98.63% | 98.63% |
12.07.2024 | 0.50% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'617 EUR | 476'697 EUR | 92.59% | 92.59% |
11.07.2024 | 0.52% | 95.40 % | 95.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'706 EUR | 479'344 EUR | 98.72% | 98.72% |
10.07.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'241 EUR | 483'621 EUR | 97.42% | 97.42% |
09.07.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'200 EUR | 485'100 EUR | 98.20% | 98.20% |
08.07.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'991 EUR | 487'996 EUR | 98.59% | 98.59% |
05.07.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'396 EUR | 485'198 EUR | 97.90% | 97.90% |
04.07.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'335 EUR | 481'167 EUR | 97.99% | 97.99% |
03.07.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'266 EUR | 479'630 EUR | 98.94% | 98.94% |
02.07.2024 | 0.48% | 93.95 % | 94.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'456 EUR | 471'478 EUR | 97.77% | 97.77% |