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% | 100.32 % | 100.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'529 EUR | 505'029 EUR | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'015 EUR | 506'515 EUR | 78.76% | 78.76% |
11.07.2024 | 0.50% | 100.78 % | 101.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'267 EUR | 505'767 EUR | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.34 % | 100.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'177 EUR | 502'677 EUR | 94.73% | 94.73% |
09.07.2024 | 0.50% | 99.56 % | 100.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'320 EUR | 500'820 EUR | 97.76% | 97.76% |
08.07.2024 | 0.50% | 99.93 % | 100.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'886 EUR | 503'386 EUR | 99.78% | 99.78% |
05.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'229 EUR | 503'729 EUR | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'638 EUR | 503'138 EUR | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.96 % | 100.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'216 EUR | 500'716 EUR | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'957 EUR | 497'457 EUR | 100.00% | 100.00% |