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 | 0.34% | 87.80 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'857 EUR | 444'357 EUR | 98.61% | 98.61% |
12.07.2024 | 0.34% | 88.70 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'704 EUR | 440'204 EUR | 100.00% | 100.00% |
11.07.2024 | 0.34% | 87.20 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'266 EUR | 438'766 EUR | 100.00% | 100.00% |
10.07.2024 | 0.35% | 87.40 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'717 EUR | 434'217 EUR | 100.00% | 100.00% |
09.07.2024 | 0.36% | 85.50 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'098 EUR | 429'634 EUR | 100.00% | 100.00% |
08.07.2024 | 0.35% | 85.40 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'772 EUR | 435'272 EUR | 100.00% | 100.00% |
05.07.2024 | 0.34% | 87.70 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'395 EUR | 441'895 EUR | 100.00% | 100.00% |
04.07.2024 | 0.34% | 87.00 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'275 EUR | 436'775 EUR | 99.45% | 99.45% |
03.07.2024 | 0.34% | 87.00 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'105 EUR | 438'605 EUR | 100.00% | 100.00% |
02.07.2024 | 0.35% | 85.80 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'505 EUR | 427'014 EUR | 100.00% | 100.00% |