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% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'907 | 494'907 | 502'525 EUR | 504'060 EUR | 98.77% | 98.77% |
12.07.2024 | 0.31% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'338 EUR | 503'868 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'184 EUR | 503'713 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'922 EUR | 503'459 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'374 EUR | 503'912 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'923 | 494'923 | 501'355 EUR | 502'890 EUR | 99.08% | 99.08% |
05.07.2024 | 0.32% | 101.10 % | 101.41 % | 500'000 | 500'000 | 494'831 | 494'831 | 501'002 EUR | 502'539 EUR | 97.32% | 97.32% |
04.07.2024 | 0.32% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'942 | 494'942 | 502'867 EUR | 504'404 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'906 EUR | 504'443 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 501'576 EUR | 503'111 EUR | 100.00% | 100.00% |