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% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'383 EUR | 497'692 EUR | 97.06% | 97.06% |
12.07.2024 | 0.50% | 99.80 % | 100.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'586 EUR | 500'293 EUR | 96.54% | 96.54% |
11.07.2024 | 0.50% | 99.30 % | 99.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'456 EUR | 497'728 EUR | 97.60% | 97.60% |
10.07.2024 | 0.51% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'186 EUR | 492'593 EUR | 98.66% | 98.66% |
09.07.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'580 EUR | 491'290 EUR | 98.63% | 98.63% |
08.07.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'126 EUR | 490'563 EUR | 94.63% | 94.63% |
05.07.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'094 EUR | 491'547 EUR | 95.11% | 95.11% |
04.07.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'721 EUR | 490'860 EUR | 95.31% | 95.31% |
03.07.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'722 EUR | 492'361 EUR | 96.73% | 96.73% |
02.07.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'466 EUR | 488'233 EUR | 98.33% | 98.33% |