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 | 0.47% | 105.39 % | 105.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'814 EUR | 529'314 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'147 EUR | 529'647 EUR | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.26 % | 105.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'193 EUR | 528'693 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 105.05 % | 105.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'984 EUR | 527'484 EUR | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'478 EUR | 526'978 EUR | 97.75% | 97.75% |
08.07.2024 | 0.47% | 105.06 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'868 EUR | 528'368 EUR | 99.76% | 99.76% |
05.07.2024 | 0.47% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'755 EUR | 528'255 EUR | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.16 % | 105.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'903 EUR | 528'403 EUR | 98.25% | 98.25% |
03.07.2024 | 0.48% | 105.06 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'746 EUR | 527'246 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'190 EUR | 525'690 EUR | 100.00% | 100.00% |