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% | 95.90 % | 96.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 470'751 EUR | 472'239 EUR | 100.00% | 100.00% |
12.07.2024 | 0.33% | 96.20 % | 96.50 % | 500'000 | 500'000 | 494'705 | 494'705 | 470'461 EUR | 471'949 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 95.70 % | 96.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'531 EUR | 475'019 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 96.40 % | 96.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 478'437 EUR | 479'924 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 96.60 % | 96.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'853 EUR | 481'341 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 97.00 % | 97.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'911 EUR | 482'399 EUR | 100.00% | 100.00% |
05.07.2024 | 0.32% | 96.90 % | 97.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'940 EUR | 481'428 EUR | 100.00% | 100.00% |
04.07.2024 | 0.32% | 96.70 % | 97.00 % | 500'000 | 500'000 | 494'942 | 494'942 | 476'750 EUR | 478'237 EUR | 99.45% | 99.45% |
03.07.2024 | 0.32% | 96.90 % | 97.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 476'703 EUR | 478'190 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 94.50 % | 94.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 468'386 EUR | 469'874 EUR | 100.00% | 100.00% |