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% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'339 EUR | 506'339 EUR | 99.99% | 99.99% |
12.07.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'402 EUR | 511'402 EUR | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'111 EUR | 506'111 EUR | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'516 EUR | 501'516 EUR | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'229 EUR | 501'229 EUR | 99.58% | 99.58% |
08.07.2024 | 0.99% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'606 EUR | 505'606 EUR | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'798 EUR | 503'798 EUR | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'005 EUR | 503'005 EUR | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'369 EUR | 505'369 EUR | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'734 EUR | 503'734 EUR | 100.00% | 100.00% |