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 | 0.48% | 92.65 % | 93.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'896 EUR | 465'198 EUR | 98.44% | 98.44% |
12.07.2024 | 0.49% | 92.90 % | 93.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'445 EUR | 464'972 EUR | 99.00% | 99.00% |
11.07.2024 | 0.49% | 91.90 % | 92.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'998 EUR | 461'749 EUR | 97.01% | 97.01% |
10.07.2024 | 0.49% | 91.15 % | 91.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'034 EUR | 457'767 EUR | 98.84% | 98.84% |
09.07.2024 | 0.49% | 90.25 % | 90.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 909'553 EUR | 457'026 EUR | 99.03% | 99.03% |
08.07.2024 | 0.48% | 92.45 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'466 EUR | 468'483 EUR | 98.72% | 98.72% |
05.07.2024 | 0.49% | 92.40 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 923'149 EUR | 463'824 EUR | 98.93% | 98.93% |
04.07.2024 | 0.49% | 92.40 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'561 EUR | 464'531 EUR | 99.35% | 99.35% |
03.07.2024 | 0.49% | 90.90 % | 91.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'522 EUR | 458'011 EUR | 99.35% | 99.35% |
02.07.2024 | 0.50% | 89.10 % | 89.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 891'149 EUR | 447'824 EUR | 98.89% | 98.89% |