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% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'250 EUR | 492'625 EUR | 98.83% | 98.83% |
12.07.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'568 EUR | 490'284 EUR | 98.82% | 98.82% |
11.07.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'690 EUR | 484'345 EUR | 99.32% | 99.32% |
10.07.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'449 EUR | 483'225 EUR | 98.38% | 98.38% |
09.07.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'271 EUR | 484'135 EUR | 97.74% | 97.74% |
08.07.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'732 EUR | 487'866 EUR | 97.45% | 97.45% |
05.07.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'020 EUR | 490'010 EUR | 98.13% | 98.13% |
04.07.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'157 EUR | 489'578 EUR | 93.19% | 93.19% |
03.07.2024 | 0.51% | 97.30 % | 97.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'052 EUR | 489'026 EUR | 99.35% | 99.35% |
02.07.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'271 EUR | 485'636 EUR | 98.98% | 98.98% |