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% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'675 EUR | 488'210 EUR | 100.00% | 100.00% |
12.07.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'262 EUR | 487'792 EUR | 100.00% | 100.00% |
11.07.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'208 EUR | 485'737 EUR | 100.00% | 100.00% |
10.07.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'199 EUR | 486'736 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'970 | 494'956 | 480'153 EUR | 481'677 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 97.50 % | 97.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'889 EUR | 484'425 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'983 EUR | 483'520 EUR | 100.00% | 100.00% |
04.07.2024 | 0.33% | 96.70 % | 97.01 % | 500'000 | 500'000 | 494'942 | 494'942 | 477'523 EUR | 479'060 EUR | 99.46% | 99.46% |
03.07.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'024 EUR | 480'561 EUR | 100.00% | 100.00% |
02.07.2024 | 0.34% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'909 | 494'909 | 471'305 EUR | 472'840 EUR | 98.85% | 98.85% |