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% | 98.98 % | 99.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'857 EUR | 498'357 EUR | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.79 % | 100.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'520 EUR | 501'020 EUR | 78.76% | 78.76% |
11.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'998 EUR | 500'498 EUR | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.13 % | 99.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'620 EUR | 497'120 EUR | 94.72% | 94.72% |
09.07.2024 | 0.50% | 98.51 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'238 EUR | 496'738 EUR | 97.75% | 97.75% |
08.07.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'732 EUR | 498'232 EUR | 99.77% | 99.77% |
05.07.2024 | 0.50% | 99.18 % | 99.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'166 EUR | 498'666 EUR | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.11 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'636 EUR | 498'136 EUR | 98.27% | 98.27% |
03.07.2024 | 0.50% | 98.88 % | 99.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'821 EUR | 496'321 EUR | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'228 EUR | 490'728 EUR | 79.30% | 79.30% |