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 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 483'243 EUR | 484'731 EUR | 100.00% | 100.00% |
12.07.2024 | 0.32% | 97.70 % | 98.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 483'245 EUR | 484'732 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 97.70 % | 98.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'913 EUR | 483'400 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 97.30 % | 97.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'084 EUR | 483'572 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'185 EUR | 485'673 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 98.90 % | 99.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 489'390 EUR | 490'878 EUR | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.30 % | 99.60 % | 500'000 | 500'000 | 494'924 | 494'924 | 490'373 EUR | 491'861 EUR | 99.10% | 99.10% |
04.07.2024 | 0.32% | 98.50 % | 98.80 % | 500'000 | 500'000 | 494'911 | 494'942 | 485'158 EUR | 486'676 EUR | 99.45% | 99.45% |
03.07.2024 | 0.33% | 95.30 % | 95.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 469'706 EUR | 471'194 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 92.90 % | 93.20 % | 500'000 | 500'000 | 494'968 | 494'968 | 459'026 EUR | 460'514 EUR | 100.00% | 100.00% |