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 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'869 EUR | 489'434 EUR | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'560 EUR | 492'780 EUR | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.15 % | 98.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'382 EUR | 491'191 EUR | 99.38% | 99.38% |
10.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'442 EUR | 489'221 EUR | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'744 EUR | 489'872 EUR | 99.38% | 99.38% |
08.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'069 EUR | 490'034 EUR | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'576 EUR | 489'788 EUR | 99.38% | 99.38% |
04.07.2024 | 0.52% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'367 EUR | 486'683 EUR | 99.38% | 99.38% |
03.07.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'664 EUR | 481'832 EUR | 98.38% | 98.38% |
02.07.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'862 EUR | 481'431 EUR | 98.15% | 98.15% |