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 | 0.51% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'481 EUR | 488'240 EUR | 97.87% | 97.87% |
12.07.2024 | 0.52% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'694 EUR | 486'347 EUR | 97.92% | 97.92% |
11.07.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'791 EUR | 483'395 EUR | 98.91% | 98.91% |
10.07.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'459 EUR | 486'230 EUR | 93.06% | 93.06% |
09.07.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'886 EUR | 477'421 EUR | 98.38% | 98.38% |
08.07.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'825 EUR | 478'913 EUR | 98.91% | 98.91% |
05.07.2024 | 0.51% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'929 EUR | 476'393 EUR | 98.35% | 98.35% |
04.07.2024 | 0.48% | 92.90 % | 93.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'857 EUR | 465'178 EUR | 98.64% | 98.64% |
03.07.2024 | 0.48% | 92.30 % | 92.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 928'245 EUR | 466'373 EUR | 98.85% | 98.85% |
02.07.2024 | 0.50% | 90.95 % | 91.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 897'993 EUR | 451'246 EUR | 98.38% | 98.38% |