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 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'303 EUR | 486'151 EUR | 99.35% | 99.35% |
12.07.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'144 EUR | 485'572 EUR | 96.13% | 96.13% |
11.07.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'381 EUR | 482'691 EUR | 98.97% | 98.97% |
10.07.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'381 EUR | 480'191 EUR | 99.06% | 99.06% |
09.07.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'375 EUR | 478'175 EUR | 99.27% | 99.27% |
08.07.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'373 EUR | 483'187 EUR | 97.77% | 97.77% |
05.07.2024 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'324 EUR | 483'162 EUR | 99.35% | 99.35% |
04.07.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'167 EUR | 484'083 EUR | 98.39% | 98.39% |
03.07.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'689 EUR | 481'344 EUR | 98.45% | 98.45% |
02.07.2024 | 0.48% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 944'433 EUR | 474'506 EUR | 99.35% | 99.35% |