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 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'344 EUR | 490'672 EUR | 92.86% | 92.86% |
12.07.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'643 EUR | 491'821 EUR | 92.93% | 92.93% |
11.07.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'327 EUR | 490'664 EUR | 96.42% | 96.42% |
10.07.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'809 EUR | 491'404 EUR | 95.88% | 95.88% |
09.07.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'772 EUR | 492'386 EUR | 96.54% | 96.54% |
08.07.2024 | 0.51% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'824 EUR | 495'412 EUR | 97.44% | 97.44% |
05.07.2024 | 0.51% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'071 EUR | 496'035 EUR | 98.06% | 98.06% |
04.07.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'467 EUR | 488'233 EUR | 98.83% | 98.83% |
03.07.2024 | 0.48% | 93.70 % | 94.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 931'487 EUR | 467'994 EUR | 97.97% | 97.97% |
02.07.2024 | 0.49% | 91.65 % | 92.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 913'946 EUR | 459'223 EUR | 98.36% | 98.36% |