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 | 0.31% | 102.40 % | 102.71 % | 500'000 | 500'000 | 494'907 | 494'907 | 506'484 EUR | 508'018 EUR | 98.77% | 98.77% |
12.07.2024 | 0.31% | 102.00 % | 102.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 504'778 EUR | 506'308 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 102.10 % | 102.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 504'058 EUR | 505'587 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'753 EUR | 503'290 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'530 EUR | 504'067 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'923 | 494'923 | 502'340 EUR | 503'875 EUR | 99.08% | 99.08% |
05.07.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'831 | 494'831 | 502'363 EUR | 503'900 EUR | 97.32% | 97.32% |
04.07.2024 | 0.31% | 102.00 % | 102.31 % | 500'000 | 500'000 | 494'942 | 494'942 | 505'483 EUR | 507'020 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 101.90 % | 102.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 503'874 EUR | 505'411 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'670 EUR | 500'206 EUR | 100.00% | 100.00% |