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 | 0.32% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'907 | 494'907 | 500'406 EUR | 501'940 EUR | 98.77% | 98.77% |
12.07.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'915 EUR | 501'445 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'396 EUR | 501'925 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'226 EUR | 500'763 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'530 EUR | 501'067 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'923 | 494'923 | 498'258 EUR | 499'794 EUR | 99.08% | 99.08% |
05.07.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'831 | 494'831 | 498'897 EUR | 500'434 EUR | 97.32% | 97.32% |
04.07.2024 | 0.32% | 101.10 % | 101.41 % | 500'000 | 500'000 | 494'942 | 494'942 | 500'757 EUR | 502'294 EUR | 99.46% | 99.46% |
03.07.2024 | 0.32% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 500'646 EUR | 502'183 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'001 EUR | 499'537 EUR | 100.00% | 100.00% |