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 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'884 EUR | 496'371 EUR | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.00 % | 100.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 495'003 EUR | 496'490 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'572 EUR | 496'059 EUR | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.30 % | 99.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 491'765 EUR | 493'252 EUR | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.40 % | 99.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 492'759 EUR | 494'246 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 492'871 EUR | 494'359 EUR | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.70 % | 100.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'329 EUR | 494'817 EUR | 100.00% | 100.00% |
04.07.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'942 | 494'942 | 493'050 EUR | 494'538 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'692 EUR | 496'180 EUR | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'968 | 494'968 | 495'208 EUR | 496'696 EUR | 100.00% | 100.00% |