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 | 0.66% | 105.29 % | 105.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'524 EUR | 530'024 EUR | 100.00% | 100.00% |
12.07.2024 | 0.66% | 105.30 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'500 EUR | 530'000 EUR | 78.76% | 78.76% |
11.07.2024 | 0.66% | 105.28 % | 105.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'366 EUR | 529'866 EUR | 100.00% | 100.00% |
10.07.2024 | 0.66% | 105.23 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'150 EUR | 529'650 EUR | 94.72% | 94.72% |
09.07.2024 | 0.66% | 105.21 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'050 EUR | 529'550 EUR | 97.77% | 97.77% |
08.07.2024 | 0.66% | 105.20 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'000 EUR | 529'500 EUR | 99.79% | 99.79% |
05.07.2024 | 0.66% | 105.18 % | 105.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'902 EUR | 529'402 EUR | 100.00% | 100.00% |
04.07.2024 | 0.66% | 105.18 % | 105.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'880 EUR | 529'380 EUR | 98.27% | 98.27% |
03.07.2024 | 0.66% | 105.13 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'640 EUR | 529'140 EUR | 100.00% | 100.00% |
02.07.2024 | 0.66% | 105.10 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'428 EUR | 528'928 EUR | 100.00% | 100.00% |