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% | 98.68 % | 99.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'860 EUR | 497'360 EUR | 93.44% | 93.44% |
12.07.2024 | 0.50% | 98.88 % | 99.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'865 EUR | 496'365 EUR | 78.76% | 78.76% |
11.07.2024 | 0.51% | 98.64 % | 99.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'647 EUR | 494'147 EUR | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.09 % | 98.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'794 EUR | 492'294 EUR | 94.73% | 94.73% |
09.07.2024 | 0.51% | 97.84 % | 98.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'675 EUR | 493'175 EUR | 97.77% | 97.77% |
08.07.2024 | 0.51% | 98.47 % | 98.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'794 EUR | 495'294 EUR | 99.78% | 99.78% |
05.07.2024 | 0.50% | 98.89 % | 99.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'937 EUR | 497'437 EUR | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.46 % | 98.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'244 EUR | 493'744 EUR | 98.27% | 98.27% |
03.07.2024 | 0.52% | 97.17 % | 97.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'042 EUR | 486'542 EUR | 100.00% | 100.00% |
02.07.2024 | 0.52% | 95.89 % | 96.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'826 EUR | 481'326 EUR | 100.00% | 100.00% |