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 | 0.49% | 91.05 % | 91.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 909'154 EUR | 456'827 EUR | 97.86% | 97.86% |
12.07.2024 | 0.50% | 90.65 % | 91.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 902'663 EUR | 453'582 EUR | 97.92% | 97.92% |
11.07.2024 | 0.50% | 90.05 % | 90.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 895'856 EUR | 450'178 EUR | 98.91% | 98.91% |
10.07.2024 | 0.50% | 90.50 % | 90.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 905'220 EUR | 454'860 EUR | 93.06% | 93.06% |
09.07.2024 | 0.51% | 87.50 % | 87.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 872'688 EUR | 438'594 EUR | 98.38% | 98.38% |
08.07.2024 | 0.51% | 87.30 % | 87.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 875'774 EUR | 440'137 EUR | 98.92% | 98.92% |
05.07.2024 | 0.52% | 86.75 % | 87.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 867'051 EUR | 435'776 EUR | 98.35% | 98.35% |
04.07.2024 | 0.48% | 84.15 % | 84.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 837'383 EUR | 420'698 EUR | 98.64% | 98.64% |
03.07.2024 | 0.48% | 83.30 % | 83.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 839'354 EUR | 421'689 EUR | 98.85% | 98.85% |
02.07.2024 | 0.49% | 81.65 % | 82.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 807'958 EUR | 405'979 EUR | 98.38% | 98.38% |