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 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'631 EUR | 483'631 EUR | 100.00% | 100.00% |
12.07.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'351 EUR | 482'351 EUR | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'299 EUR | 479'299 EUR | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'437 EUR | 484'437 EUR | 100.00% | 100.00% |
09.07.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'797 EUR | 473'797 EUR | 99.58% | 99.58% |
08.07.2024 | 1.05% | 94.50 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'082 EUR | 478'082 EUR | 100.00% | 100.00% |
05.07.2024 | 1.05% | 94.20 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'789 EUR | 476'789 EUR | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'777 EUR | 466'777 EUR | 99.45% | 99.45% |
03.07.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'051 EUR | 468'051 EUR | 100.00% | 100.00% |
02.07.2024 | 1.10% | 91.10 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'045 EUR | 456'045 EUR | 100.00% | 100.00% |