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 | 0.49% | 101.48 % | 101.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'038 EUR | 510'538 EUR | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'141 EUR | 510'641 EUR | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.56 % | 102.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'967 EUR | 508'467 EUR | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.88 % | 101.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'131 EUR | 506'631 EUR | 94.72% | 94.72% |
09.07.2024 | 0.50% | 100.59 % | 101.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'561 EUR | 506'061 EUR | 97.76% | 97.76% |
08.07.2024 | 0.50% | 100.71 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'484 EUR | 505'984 EUR | 99.77% | 99.77% |
05.07.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'767 EUR | 506'267 EUR | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.47 % | 100.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'244 EUR | 504'744 EUR | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.43 % | 100.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'088 EUR | 503'588 EUR | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.11 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'898 EUR | 503'398 EUR | 100.00% | 100.00% |