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 | 0.30% | 102.00 % | 102.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'333 EUR | 506'821 EUR | 100.00% | 100.00% |
12.07.2024 | 0.30% | 102.30 % | 102.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 506'343 EUR | 507'830 EUR | 100.00% | 100.00% |
11.07.2024 | 0.30% | 102.30 % | 102.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'970 EUR | 507'457 EUR | 100.00% | 100.00% |
10.07.2024 | 0.30% | 102.30 % | 102.60 % | 500'000 | 500'000 | 494'971 | 494'971 | 506'077 EUR | 507'565 EUR | 100.00% | 100.00% |
09.07.2024 | 0.30% | 102.00 % | 102.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'210 EUR | 506'698 EUR | 100.00% | 100.00% |
08.07.2024 | 0.30% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'577 EUR | 507'065 EUR | 100.00% | 100.00% |
05.07.2024 | 0.30% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'521 EUR | 507'009 EUR | 100.00% | 100.00% |
04.07.2024 | 0.30% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'942 | 494'942 | 505'004 EUR | 506'491 EUR | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.90 % | 102.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 504'687 EUR | 506'174 EUR | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.80 % | 102.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 503'826 EUR | 505'314 EUR | 100.00% | 100.00% |