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 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'966 EUR | 492'983 EUR | 99.35% | 99.35% |
12.07.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'718 EUR | 493'359 EUR | 99.35% | 99.35% |
11.07.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'144 EUR | 490'072 EUR | 98.89% | 98.89% |
10.07.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'040 EUR | 487'520 EUR | 99.35% | 99.35% |
09.07.2024 | 0.51% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'167 EUR | 488'584 EUR | 99.35% | 99.35% |
08.07.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'434 EUR | 491'717 EUR | 99.35% | 99.35% |
05.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'496 EUR | 490'748 EUR | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'117 EUR | 491'558 EUR | 99.35% | 99.35% |
03.07.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'783 EUR | 488'891 EUR | 99.35% | 99.35% |
02.07.2024 | 0.52% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'926 EUR | 485'463 EUR | 99.35% | 99.35% |