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 | 0.50% | 98.11 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'887 EUR | 496'387 EUR | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.64 % | 100.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'874 EUR | 499'374 EUR | 78.76% | 78.76% |
11.07.2024 | 0.50% | 99.17 % | 99.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'073 EUR | 497'573 EUR | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.57 % | 99.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'741 EUR | 493'241 EUR | 94.73% | 94.73% |
09.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'539 EUR | 493'039 EUR | 97.76% | 97.76% |
08.07.2024 | 0.51% | 98.11 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'266 EUR | 494'766 EUR | 99.78% | 99.78% |
05.07.2024 | 0.51% | 98.39 % | 98.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'559 EUR | 496'059 EUR | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.43 % | 98.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'170 EUR | 493'670 EUR | 98.25% | 98.25% |
03.07.2024 | 0.51% | 97.92 % | 98.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'766 EUR | 491'266 EUR | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.48 % | 97.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'745 EUR | 487'245 EUR | 99.99% | 99.99% |