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% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'957 EUR | 495'979 EUR | 85.97% | 85.97% |
12.07.2024 | 0.51% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'299 EUR | 495'149 EUR | 94.43% | 94.43% |
11.07.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'573 EUR | 494'787 EUR | 91.02% | 91.02% |
10.07.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'974 EUR | 495'487 EUR | 94.03% | 94.03% |
09.07.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'042 EUR | 496'021 EUR | 93.05% | 93.05% |
08.07.2024 | 0.51% | 98.40 % | 98.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'175 EUR | 494'088 EUR | 87.13% | 87.13% |
05.07.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'879 EUR | 492'939 EUR | 90.79% | 90.79% |
04.07.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'403 EUR | 492'202 EUR | 89.86% | 89.86% |
03.07.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'093 EUR | 491'046 EUR | 93.73% | 93.73% |
02.07.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'235 EUR | 491'618 EUR | 91.96% | 91.96% |