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% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'658 EUR | 487'329 EUR | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'419 EUR | 488'209 EUR | 99.38% | 99.38% |
11.07.2024 | 0.52% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'245 EUR | 485'623 EUR | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'495 EUR | 481'247 EUR | 99.38% | 99.38% |
09.07.2024 | 0.52% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'638 EUR | 480'319 EUR | 99.38% | 99.38% |
08.07.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'901 EUR | 479'451 EUR | 99.38% | 99.38% |
05.07.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'717 EUR | 480'358 EUR | 99.38% | 99.38% |
04.07.2024 | 0.52% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'107 EUR | 480'054 EUR | 99.38% | 99.38% |
03.07.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'871 EUR | 481'435 EUR | 96.84% | 96.84% |
02.07.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'742 EUR | 477'871 EUR | 98.38% | 98.38% |