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% | 99.15 % | 99.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'886 EUR | 494'943 EUR | 98.64% | 98.64% |
12.07.2024 | 0.51% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'394 EUR | 495'697 EUR | 92.59% | 92.59% |
11.07.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'665 EUR | 497'832 EUR | 98.71% | 98.71% |
10.07.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'137 EUR | 501'069 EUR | 97.43% | 97.43% |
09.07.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'567 EUR | 501'784 EUR | 98.20% | 98.20% |
08.07.2024 | 0.50% | 100.15 % | 100.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'460 EUR | 503'730 EUR | 98.59% | 98.59% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'250 EUR | 502'623 EUR | 97.90% | 97.90% |
04.07.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'558 EUR | 499'779 EUR | 97.98% | 97.98% |
03.07.2024 | 0.50% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'821 EUR | 498'910 EUR | 98.93% | 98.93% |
02.07.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'240 EUR | 494'620 EUR | 97.76% | 97.76% |