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 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'900 EUR | 482'450 EUR | 99.38% | 99.38% |
12.07.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'272 EUR | 481'636 EUR | 99.37% | 99.37% |
11.07.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'847 EUR | 482'923 EUR | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'361 EUR | 485'180 EUR | 99.38% | 99.38% |
09.07.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'491 EUR | 486'245 EUR | 99.38% | 99.38% |
08.07.2024 | 0.51% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'548 EUR | 487'774 EUR | 99.38% | 99.38% |
05.07.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'857 EUR | 485'928 EUR | 99.37% | 99.37% |
04.07.2024 | 0.52% | 96.45 % | 96.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'843 EUR | 483'922 EUR | 99.38% | 99.38% |
03.07.2024 | 0.52% | 96.20 % | 96.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'681 EUR | 482'840 EUR | 98.95% | 98.95% |
02.07.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'723 EUR | 478'862 EUR | 97.81% | 97.81% |