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 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'814 EUR | 490'349 EUR | 100.00% | 100.00% |
12.07.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 489'073 EUR | 490'603 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'151 EUR | 491'681 EUR | 99.99% | 99.99% |
10.07.2024 | 0.33% | 98.30 % | 98.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'289 EUR | 485'826 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'503 EUR | 483'040 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'027 EUR | 486'562 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'374 EUR | 485'911 EUR | 100.00% | 100.00% |
04.07.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'942 | 494'942 | 484'533 EUR | 486'070 EUR | 99.45% | 99.45% |
03.07.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 485'564 EUR | 487'101 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'810 | 494'810 | 482'349 EUR | 483'884 EUR | 96.95% | 96.95% |