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 | 0.33% | 97.50 % | 97.81 % | 500'000 | 500'000 | 494'936 | 494'936 | 483'309 EUR | 484'844 EUR | 99.35% | 99.35% |
12.07.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'668 EUR | 490'198 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'685 EUR | 489'215 EUR | 100.00% | 100.00% |
10.07.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'212 EUR | 486'749 EUR | 100.00% | 100.00% |
09.07.2024 | 0.33% | 97.80 % | 98.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'464 EUR | 487'002 EUR | 100.00% | 100.00% |
08.07.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'710 EUR | 487'245 EUR | 100.00% | 100.00% |
05.07.2024 | 0.33% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 486'592 EUR | 488'129 EUR | 100.00% | 100.00% |
04.07.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'942 | 494'942 | 484'719 EUR | 486'256 EUR | 99.45% | 99.45% |
03.07.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'253 EUR | 482'790 EUR | 100.00% | 100.00% |
02.07.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'550 EUR | 482'085 EUR | 100.00% | 100.00% |