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 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'387 EUR | 468'944 EUR | 98.64% | 98.64% |
12.07.2024 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'822 EUR | 470'161 EUR | 92.59% | 92.59% |
11.07.2024 | 0.48% | 94.20 % | 94.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'504 EUR | 473'517 EUR | 98.71% | 98.71% |
10.07.2024 | 0.52% | 94.95 % | 95.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'563 EUR | 478'280 EUR | 97.42% | 97.42% |
09.07.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'272 EUR | 480'136 EUR | 98.20% | 98.20% |
08.07.2024 | 0.52% | 96.00 % | 96.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'475 EUR | 483'238 EUR | 98.59% | 98.59% |
05.07.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'986 EUR | 480'493 EUR | 97.90% | 97.90% |
04.07.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'700 EUR | 476'807 EUR | 97.98% | 97.98% |
03.07.2024 | 0.48% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'450 EUR | 474'002 EUR | 98.93% | 98.93% |
02.07.2024 | 0.48% | 92.95 % | 93.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 929'085 EUR | 466'792 EUR | 97.77% | 97.77% |