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 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'783 EUR | 500'331 EUR | 100.00% | 100.00% |
12.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'519 EUR | 500'062 EUR | 100.00% | 100.00% |
11.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'437 EUR | 498'980 EUR | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'302 EUR | 497'852 EUR | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'445 EUR | 495'995 EUR | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'450 EUR | 498'998 EUR | 99.11% | 99.11% |
05.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'818 EUR | 498'368 EUR | 100.00% | 100.00% |
04.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'515 EUR | 500'065 EUR | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'116 EUR | 498'666 EUR | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'470 EUR | 495'019 EUR | 100.00% | 100.00% |