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 | 0.51% | 96.33 % | 96.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'510 EUR | 487'010 EUR | 100.00% | 100.00% |
12.07.2024 | 0.51% | 97.66 % | 98.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'061 EUR | 489'561 EUR | 78.76% | 78.76% |
11.07.2024 | 0.51% | 97.12 % | 97.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'335 EUR | 487'835 EUR | 100.00% | 100.00% |
10.07.2024 | 0.52% | 96.62 % | 97.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'180 EUR | 483'680 EUR | 94.72% | 94.72% |
09.07.2024 | 0.52% | 95.89 % | 96.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'368 EUR | 482'868 EUR | 97.75% | 97.75% |
08.07.2024 | 0.52% | 96.17 % | 96.67 % | 500'000 | 500'000 | 500'000 | 499'993 | 482'309 EUR | 484'802 EUR | 99.77% | 99.77% |
05.07.2024 | 0.52% | 96.12 % | 96.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'390 EUR | 484'890 EUR | 100.00% | 100.00% |
04.07.2024 | 0.52% | 96.23 % | 96.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'515 EUR | 483'015 EUR | 98.25% | 98.25% |
03.07.2024 | 0.52% | 95.97 % | 96.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'479 EUR | 480'979 EUR | 100.00% | 100.00% |
02.07.2024 | 0.53% | 95.32 % | 95.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'844 EUR | 476'344 EUR | 100.00% | 100.00% |