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% | 105.23 % | 105.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'787 EUR | 530'287 EUR | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.13 % | 106.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'877 EUR | 531'377 EUR | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.77 % | 106.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'433 EUR | 530'933 EUR | 100.00% | 100.00% |
10.07.2024 | 0.48% | 105.17 % | 105.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'060 EUR | 526'560 EUR | 94.73% | 94.73% |
09.07.2024 | 0.48% | 104.36 % | 104.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'898 EUR | 525'398 EUR | 97.76% | 97.76% |
08.07.2024 | 0.48% | 104.80 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'948 EUR | 527'448 EUR | 99.78% | 99.78% |
05.07.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'933 EUR | 527'433 EUR | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.57 % | 105.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'592 EUR | 525'092 EUR | 98.27% | 98.27% |
03.07.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'903 EUR | 523'403 EUR | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'512 EUR | 520'012 EUR | 100.00% | 100.00% |