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 | 0.33% | 92.40 % | 92.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 460'365 EUR | 461'852 EUR | 100.00% | 100.00% |
12.07.2024 | 0.33% | 93.60 % | 93.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 460'907 EUR | 462'395 EUR | 100.00% | 100.00% |
11.07.2024 | 0.33% | 92.90 % | 93.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 460'925 EUR | 462'413 EUR | 99.99% | 99.99% |
10.07.2024 | 0.36% | 91.60 % | 91.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 448'703 EUR | 450'289 EUR | 100.00% | 100.00% |
09.07.2024 | 0.34% | 90.10 % | 90.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 447'023 EUR | 448'511 EUR | 100.00% | 100.00% |
08.07.2024 | 0.34% | 91.40 % | 91.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 453'185 EUR | 454'673 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 91.80 % | 92.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 458'299 EUR | 459'786 EUR | 100.00% | 100.00% |
04.07.2024 | 0.34% | 91.20 % | 91.50 % | 500'000 | 500'000 | 494'942 | 494'942 | 451'634 EUR | 453'122 EUR | 99.46% | 99.46% |
03.07.2024 | 0.34% | 91.70 % | 92.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 452'866 EUR | 454'353 EUR | 100.00% | 100.00% |
02.07.2024 | 0.37% | 91.60 % | 91.90 % | 500'000 | 500'000 | 494'810 | 494'810 | 450'326 EUR | 451'951 EUR | 96.95% | 96.95% |