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 | 0.48% | 104.90 % | 105.40 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'095'890 EUR | 526'473 EUR | 99.39% | 99.39% |
12.07.2024 | 0.48% | 104.90 % | 105.40 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'090'460 EUR | 525'114 EUR | 78.15% | 78.15% |
11.07.2024 | 0.48% | 104.19 % | 104.69 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'077'080 EUR | 521'770 EUR | 99.39% | 99.39% |
10.07.2024 | 0.48% | 103.34 % | 103.84 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'057'250 EUR | 516'811 EUR | 94.11% | 94.11% |
09.07.2024 | 0.48% | 103.24 % | 103.74 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'066'610 EUR | 519'153 EUR | 97.16% | 97.16% |
08.07.2024 | 0.48% | 103.50 % | 104.00 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'069'470 EUR | 519'868 EUR | 99.16% | 99.16% |
05.07.2024 | 0.48% | 103.27 % | 103.77 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'072'450 EUR | 520'613 EUR | 99.39% | 99.39% |
04.07.2024 | 0.48% | 103.56 % | 104.06 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'069'340 EUR | 519'835 EUR | 97.65% | 97.65% |
03.07.2024 | 0.48% | 102.99 % | 103.49 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'059'270 EUR | 517'317 EUR | 99.39% | 99.39% |
02.07.2024 | 0.49% | 101.88 % | 102.38 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'036'980 EUR | 511'746 EUR | 99.38% | 99.38% |