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 | 0.51% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'941 EUR | 487'471 EUR | 99.35% | 99.35% |
12.07.2024 | 0.51% | 98.15 % | 98.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'154 EUR | 492'077 EUR | 99.35% | 99.35% |
11.07.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'011 EUR | 487'005 EUR | 98.37% | 98.37% |
10.07.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'162 EUR | 482'081 EUR | 99.35% | 99.35% |
09.07.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'584 EUR | 482'292 EUR | 99.35% | 99.35% |
08.07.2024 | 0.51% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'772 EUR | 487'386 EUR | 99.35% | 99.35% |
05.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'505 EUR | 491'753 EUR | 99.07% | 99.07% |
04.07.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'330 EUR | 490'165 EUR | 99.31% | 99.31% |
03.07.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'724 EUR | 490'362 EUR | 99.35% | 99.35% |
02.07.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'418 EUR | 486'709 EUR | 99.35% | 99.35% |