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 | 0.32% | 97.90 % | 98.20 % | 500'000 | 500'000 | 494'956 | 494'956 | 484'325 EUR | 485'813 EUR | 99.73% | 99.73% |
12.07.2024 | 0.32% | 98.00 % | 98.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 483'715 EUR | 485'203 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 97.80 % | 98.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'242 EUR | 483'730 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 97.20 % | 97.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'164 EUR | 480'652 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 97.20 % | 97.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'675 EUR | 483'162 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 97.50 % | 97.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'508 EUR | 483'996 EUR | 100.00% | 100.00% |
05.07.2024 | 0.32% | 97.40 % | 97.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'861 EUR | 485'348 EUR | 100.00% | 100.00% |
04.07.2024 | 0.32% | 97.80 % | 98.10 % | 500'000 | 500'000 | 494'942 | 494'942 | 483'943 EUR | 485'430 EUR | 99.46% | 99.46% |
03.07.2024 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'034 EUR | 484'521 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 96.80 % | 97.10 % | 500'000 | 500'000 | 494'968 | 494'968 | 479'405 EUR | 480'892 EUR | 100.00% | 100.00% |