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 | 0.49% | 92.35 % | 92.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'820 EUR | 462'160 EUR | 99.38% | 99.38% |
12.07.2024 | 0.48% | 92.75 % | 93.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'204 EUR | 465'352 EUR | 99.38% | 99.38% |
11.07.2024 | 0.49% | 92.35 % | 92.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'455 EUR | 461'978 EUR | 99.38% | 99.38% |
10.07.2024 | 0.49% | 91.65 % | 92.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 916'320 EUR | 460'410 EUR | 99.38% | 99.38% |
09.07.2024 | 0.49% | 91.60 % | 92.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'593 EUR | 461'047 EUR | 99.38% | 99.38% |
08.07.2024 | 0.49% | 92.50 % | 92.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'323 EUR | 464'411 EUR | 99.38% | 99.38% |
05.07.2024 | 0.48% | 93.40 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 934'474 EUR | 469'487 EUR | 99.37% | 99.37% |
04.07.2024 | 0.48% | 93.65 % | 94.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 930'744 EUR | 467'622 EUR | 99.38% | 99.38% |
03.07.2024 | 0.48% | 93.20 % | 93.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'537 EUR | 469'018 EUR | 98.95% | 98.95% |
02.07.2024 | 0.49% | 91.80 % | 92.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'682 EUR | 461'091 EUR | 98.86% | 98.86% |