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% | 84.10 % | 84.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 854'332 EUR | 429'353 EUR | 98.16% | 98.16% |
12.07.2024 | 0.50% | 89.90 % | 90.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 891'795 EUR | 448'148 EUR | 99.35% | 99.35% |
11.07.2024 | 0.52% | 87.60 % | 88.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 870'448 EUR | 437'474 EUR | 98.98% | 98.98% |
10.07.2024 | 0.52% | 86.70 % | 87.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 853'110 EUR | 428'760 EUR | 99.35% | 99.35% |
09.07.2024 | 0.52% | 85.20 % | 85.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 859'632 EUR | 432'066 EUR | 99.35% | 99.35% |
08.07.2024 | 0.51% | 86.40 % | 86.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 874'168 EUR | 439'334 EUR | 99.35% | 99.35% |
05.07.2024 | 0.50% | 88.80 % | 89.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 895'798 EUR | 450'149 EUR | 99.35% | 99.35% |
04.07.2024 | 0.51% | 88.95 % | 89.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 886'260 EUR | 445'380 EUR | 99.35% | 99.35% |
03.07.2024 | 0.51% | 88.00 % | 88.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 881'009 EUR | 442'755 EUR | 99.35% | 99.35% |
02.07.2024 | 0.51% | 87.60 % | 88.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 878'339 EUR | 441'419 EUR | 99.35% | 99.35% |