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% | 92.10 % | 92.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 455'634 EUR | 457'122 EUR | 100.00% | 100.00% |
12.07.2024 | 0.33% | 94.40 % | 94.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 465'358 EUR | 466'846 EUR | 100.00% | 100.00% |
11.07.2024 | 0.34% | 92.90 % | 93.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 455'357 EUR | 456'845 EUR | 100.00% | 100.00% |
10.07.2024 | 0.34% | 90.70 % | 91.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 450'903 EUR | 452'391 EUR | 100.00% | 100.00% |
09.07.2024 | 0.34% | 91.60 % | 91.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 456'494 EUR | 457'981 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 92.70 % | 93.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 462'590 EUR | 464'077 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 93.20 % | 93.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 461'526 EUR | 463'013 EUR | 100.00% | 100.00% |
04.07.2024 | 0.33% | 92.70 % | 93.00 % | 500'000 | 500'000 | 494'942 | 494'942 | 461'133 EUR | 462'620 EUR | 99.45% | 99.45% |
03.07.2024 | 0.33% | 95.00 % | 95.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 471'979 EUR | 473'467 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 93.90 % | 94.20 % | 500'000 | 500'000 | 494'968 | 494'968 | 463'988 EUR | 465'476 EUR | 100.00% | 100.00% |