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% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'091 EUR | 487'546 EUR | 99.26% | 99.26% |
12.07.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'820 EUR | 488'910 EUR | 99.35% | 99.35% |
11.07.2024 | 0.52% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'825 EUR | 486'412 EUR | 98.78% | 98.78% |
10.07.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'249 EUR | 485'625 EUR | 99.32% | 99.32% |
09.07.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'883 EUR | 484'442 EUR | 99.35% | 99.35% |
08.07.2024 | 0.51% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'539 EUR | 488'270 EUR | 99.35% | 99.35% |
05.07.2024 | 0.51% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'925 EUR | 487'463 EUR | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'951 EUR | 488'975 EUR | 99.14% | 99.14% |
03.07.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'872 EUR | 483'436 EUR | 99.12% | 99.12% |
02.07.2024 | 0.49% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'590 EUR | 475'120 EUR | 99.35% | 99.35% |