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 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'940 EUR | 483'475 EUR | 100.00% | 100.00% |
12.07.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'440 EUR | 480'970 EUR | 100.00% | 100.00% |
11.07.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'156 EUR | 478'685 EUR | 99.99% | 99.99% |
10.07.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'138 EUR | 482'675 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'601 EUR | 475'138 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 474'435 EUR | 475'970 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 473'339 EUR | 474'876 EUR | 100.00% | 100.00% |
04.07.2024 | 0.34% | 94.10 % | 94.41 % | 500'000 | 500'000 | 494'942 | 494'942 | 464'296 EUR | 465'833 EUR | 99.45% | 99.45% |
03.07.2024 | 0.34% | 93.50 % | 93.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 464'585 EUR | 466'122 EUR | 100.00% | 100.00% |
02.07.2024 | 0.75% | 92.70 % | 93.01 % | 500'000 | 500'000 | 494'909 | 494'909 | 452'091 EUR | 455'346 EUR | 98.85% | 98.85% |