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 | 0.50% | 100.45 % | 100.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'380 EUR | 505'191 EUR | 92.43% | 92.43% |
12.07.2024 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'800 EUR | 504'400 EUR | 94.26% | 94.26% |
11.07.2024 | 0.50% | 100.30 % | 100.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'308 EUR | 502'154 EUR | 90.06% | 90.06% |
10.07.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'534 EUR | 499'767 EUR | 85.93% | 85.93% |
09.07.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'897 EUR | 499'449 EUR | 83.93% | 83.93% |
08.07.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'246 EUR | 501'123 EUR | 85.36% | 85.36% |
05.07.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'887 EUR | 501'444 EUR | 88.30% | 88.30% |
04.07.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'542 EUR | 498'771 EUR | 77.35% | 77.35% |
03.07.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'977 EUR | 498'489 EUR | 91.16% | 91.16% |
02.07.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'861 EUR | 495'930 EUR | 96.34% | 96.34% |