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 | 0.47% | 105.45 % | 105.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'998 EUR | 529'498 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'589 EUR | 531'089 EUR | 78.75% | 78.75% |
11.07.2024 | 0.47% | 105.25 % | 105.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'261 EUR | 528'761 EUR | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.27 % | 105.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'901 EUR | 528'401 EUR | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.27 % | 104.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'736 EUR | 524'236 EUR | 97.75% | 97.75% |
08.07.2024 | 0.47% | 104.93 % | 105.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'282 EUR | 528'782 EUR | 99.78% | 99.78% |
05.07.2024 | 0.48% | 104.43 % | 104.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'024 EUR | 527'524 EUR | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.36 % | 105.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'286 EUR | 528'786 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'973 EUR | 526'473 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.96 % | 105.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'423 EUR | 525'923 EUR | 100.00% | 100.00% |