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% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'230 EUR | 488'615 EUR | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'149 EUR | 491'074 EUR | 99.37% | 99.37% |
11.07.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'700 EUR | 488'850 EUR | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'762 EUR | 485'881 EUR | 99.38% | 99.38% |
09.07.2024 | 0.52% | 96.30 % | 96.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'914 EUR | 485'957 EUR | 99.38% | 99.38% |
08.07.2024 | 0.51% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'270 EUR | 488'635 EUR | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'292 EUR | 490'646 EUR | 99.37% | 99.37% |
04.07.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'066 EUR | 489'533 EUR | 99.38% | 99.38% |
03.07.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'072 EUR | 489'536 EUR | 99.38% | 99.38% |
02.07.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'786 EUR | 487'393 EUR | 99.37% | 99.37% |