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 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'613 EUR | 487'148 EUR | 100.00% | 100.00% |
12.07.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'849 EUR | 487'379 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'144 EUR | 486'674 EUR | 100.00% | 100.00% |
10.07.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'825 EUR | 483'362 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'404 EUR | 481'941 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'773 EUR | 481'308 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 96.70 % | 97.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'709 EUR | 482'246 EUR | 100.00% | 100.00% |
04.07.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'942 | 494'942 | 479'627 EUR | 481'164 EUR | 99.45% | 99.45% |
03.07.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'084 EUR | 482'621 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'968 | 494'968 | 477'112 EUR | 478'648 EUR | 100.00% | 100.00% |