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 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'690 EUR | 505'846 EUR | 96.62% | 96.62% |
12.07.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'710 EUR | 504'857 EUR | 98.83% | 98.83% |
11.07.2024 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'910 EUR | 504'954 EUR | 98.85% | 98.85% |
10.07.2024 | 0.50% | 100.40 % | 100.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'470 EUR | 504'236 EUR | 96.39% | 96.39% |
09.07.2024 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'940 EUR | 505'471 EUR | 97.82% | 97.82% |
08.07.2024 | 0.50% | 100.60 % | 101.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'640 EUR | 504'822 EUR | 98.93% | 98.93% |
05.07.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'395 EUR | 501'698 EUR | 98.72% | 98.72% |
04.07.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'957 EUR | 501'978 EUR | 98.45% | 98.45% |
03.07.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'248 EUR | 501'124 EUR | 98.90% | 98.90% |
02.07.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'943 EUR | 499'471 EUR | 98.41% | 98.41% |