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% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'120 EUR | 481'668 EUR | 99.99% | 99.99% |
12.07.2024 | 0.34% | 97.20 % | 97.51 % | 500'000 | 500'000 | 495'986 | 495'986 | 481'059 EUR | 482'599 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'598 EUR | 482'140 EUR | 99.99% | 99.99% |
10.07.2024 | 0.33% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'652 EUR | 475'202 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'447 EUR | 473'997 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 95.10 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'159 EUR | 479'707 EUR | 99.11% | 99.11% |
05.07.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'512 EUR | 484'062 EUR | 100.00% | 100.00% |
04.07.2024 | 0.32% | 96.20 % | 96.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'894 EUR | 482'444 EUR | 99.45% | 99.45% |
03.07.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'570 EUR | 483'120 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'224 EUR | 478'772 EUR | 100.00% | 100.00% |