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 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'572 EUR | 478'781 EUR | 98.63% | 98.63% |
12.07.2024 | 0.52% | 96.00 % | 96.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'502 EUR | 479'216 EUR | 92.59% | 92.59% |
11.07.2024 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'745 EUR | 481'872 EUR | 98.71% | 98.71% |
10.07.2024 | 0.52% | 96.45 % | 96.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'539 EUR | 485'270 EUR | 97.42% | 97.42% |
09.07.2024 | 0.51% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'825 EUR | 486'912 EUR | 98.20% | 98.20% |
08.07.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'638 EUR | 489'319 EUR | 98.60% | 98.60% |
05.07.2024 | 0.51% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'068 EUR | 487'034 EUR | 97.90% | 97.90% |
04.07.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'528 EUR | 484'264 EUR | 97.99% | 97.99% |
03.07.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'317 EUR | 482'159 EUR | 98.93% | 98.93% |
02.07.2024 | 0.50% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'722 EUR | 476'239 EUR | 97.77% | 97.77% |