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 | 0.48% | 94.05 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'453 EUR | 471'976 EUR | 98.90% | 98.90% |
12.07.2024 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'309 EUR | 472'404 EUR | 98.64% | 98.64% |
11.07.2024 | 0.48% | 93.90 % | 94.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'009 EUR | 468'754 EUR | 98.80% | 98.80% |
10.07.2024 | 0.48% | 93.65 % | 94.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 930'078 EUR | 467'289 EUR | 98.88% | 98.88% |
09.07.2024 | 0.48% | 92.40 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'690 EUR | 465'595 EUR | 98.86% | 98.86% |
08.07.2024 | 0.52% | 94.95 % | 95.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'826 EUR | 476'886 EUR | 98.85% | 98.85% |
05.07.2024 | 0.52% | 94.70 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'546 EUR | 478'236 EUR | 98.60% | 98.60% |
04.07.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'735 EUR | 477'867 EUR | 98.75% | 98.75% |
03.07.2024 | 0.48% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'094 EUR | 475'319 EUR | 98.80% | 98.80% |
02.07.2024 | 0.48% | 93.90 % | 94.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 937'161 EUR | 470'831 EUR | 98.91% | 98.91% |