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% | 105.67 % | 106.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'122 EUR | 532'622 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.67 % | 107.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'464 EUR | 534'964 EUR | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.31 % | 106.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'384 EUR | 533'884 EUR | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.94 % | 106.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'258 EUR | 530'758 EUR | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.50 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'925 EUR | 530'425 EUR | 97.76% | 97.76% |
08.07.2024 | 0.47% | 105.74 % | 106.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'389 EUR | 531'889 EUR | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.84 % | 106.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'233 EUR | 532'733 EUR | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.90 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'989 EUR | 531'489 EUR | 98.27% | 98.27% |
03.07.2024 | 0.47% | 105.81 % | 106.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'450 EUR | 530'950 EUR | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.66 % | 106.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'804 EUR | 529'304 EUR | 100.00% | 100.00% |