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 | 0.79% | 104.20 % | 105.00 % | 500'000 | 500'000 | 494'907 | 494'907 | 515'441 EUR | 519'406 EUR | 98.77% | 98.77% |
12.07.2024 | 0.79% | 103.30 % | 104.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 511'177 EUR | 515'142 EUR | 100.00% | 100.00% |
11.07.2024 | 0.79% | 103.30 % | 104.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 510'233 EUR | 514'198 EUR | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.60 % | 103.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 507'680 EUR | 511'646 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 103.00 % | 103.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 510'133 EUR | 514'098 EUR | 100.00% | 100.00% |
08.07.2024 | 0.79% | 103.40 % | 104.20 % | 500'000 | 500'000 | 494'923 | 494'923 | 512'399 EUR | 516'363 EUR | 99.08% | 99.08% |
05.07.2024 | 0.79% | 102.60 % | 103.40 % | 500'000 | 500'000 | 494'831 | 494'831 | 510'318 EUR | 514'282 EUR | 97.32% | 97.32% |
04.07.2024 | 0.79% | 103.10 % | 103.90 % | 500'000 | 500'000 | 494'942 | 494'942 | 510'708 EUR | 514'673 EUR | 99.45% | 99.45% |
03.07.2024 | 0.80% | 102.90 % | 103.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 508'975 EUR | 512'940 EUR | 100.00% | 100.00% |
02.07.2024 | 0.80% | 102.30 % | 103.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 506'195 EUR | 510'160 EUR | 100.00% | 100.00% |