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% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'450 EUR | 499'950 EUR | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'519 EUR | 499'019 EUR | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'184 EUR | 498'684 EUR | 99.92% | 99.92% |
10.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'811 EUR | 496'311 EUR | 100.00% | 100.00% |
09.07.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'591 EUR | 497'091 EUR | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'890 EUR | 498'390 EUR | 100.00% | 100.00% |
05.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'688 EUR | 498'188 EUR | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'782 EUR | 497'282 EUR | 100.00% | 100.00% |
03.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'832 EUR | 497'332 EUR | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'215 EUR | 495'715 EUR | 99.93% | 99.93% |