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 | 0.49% | 101.15 % | 101.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'750 EUR | 508'377 EUR | 98.91% | 98.91% |
12.07.2024 | 0.49% | 101.15 % | 101.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'790 EUR | 506'894 EUR | 98.92% | 98.92% |
11.07.2024 | 0.49% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'520 EUR | 506'761 EUR | 98.92% | 98.92% |
10.07.2024 | 0.49% | 100.85 % | 101.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'250 EUR | 506'627 EUR | 98.88% | 98.88% |
09.07.2024 | 0.49% | 100.60 % | 101.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'970 EUR | 506'485 EUR | 98.90% | 98.90% |
08.07.2024 | 0.49% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'130 EUR | 507'563 EUR | 98.92% | 98.92% |
05.07.2024 | 0.49% | 101.15 % | 101.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'800 EUR | 507'898 EUR | 98.86% | 98.86% |
04.07.2024 | 0.50% | 100.80 % | 101.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'320 EUR | 506'159 EUR | 98.88% | 98.88% |
03.07.2024 | 0.49% | 100.85 % | 101.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'130 EUR | 506'564 EUR | 98.93% | 98.93% |
02.07.2024 | 0.50% | 100.50 % | 101.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'500 EUR | 504'750 EUR | 98.84% | 98.84% |