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 | 0.48% | 103.57 % | 104.07 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'068'780 EUR | 519'694 EUR | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.44 % | 103.94 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'067'440 EUR | 519'359 EUR | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.26 % | 103.76 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'063'670 EUR | 518'417 EUR | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.98 % | 103.48 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'055'570 EUR | 516'393 EUR | 94.72% | 94.72% |
09.07.2024 | 0.49% | 102.49 % | 102.99 % | 2'000'000 | 500'000 | 1'999'980 | 500'000 | 2'050'630 EUR | 515'165 EUR | 97.77% | 97.77% |
08.07.2024 | 0.48% | 102.77 % | 103.27 % | 2'000'000 | 500'000 | 1'052'610 | 500'000 | 1'083'230 EUR | 517'097 EUR | 99.77% | 99.77% |
05.07.2024 | 0.49% | 102.62 % | 103.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'934 EUR | 515'434 EUR | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.74 % | 103.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'315 EUR | 515'815 EUR | 98.25% | 98.25% |
03.07.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'235 EUR | 515'735 EUR | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'376 EUR | 512'876 EUR | 100.00% | 100.00% |