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 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'907 | 494'907 | 501'667 EUR | 503'155 EUR | 98.77% | 98.77% |
12.07.2024 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'247 EUR | 502'735 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'075 EUR | 502'563 EUR | 100.00% | 100.00% |
10.07.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'719 EUR | 501'207 EUR | 100.00% | 100.00% |
09.07.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'068 EUR | 501'555 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'923 | 494'923 | 499'248 EUR | 500'735 EUR | 99.08% | 99.08% |
05.07.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'831 | 494'831 | 499'512 EUR | 500'999 EUR | 97.32% | 97.32% |
04.07.2024 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'942 | 494'942 | 501'487 EUR | 502'974 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 501'297 EUR | 502'784 EUR | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'407 EUR | 499'894 EUR | 100.00% | 100.00% |