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 | 0.81% | 100.50 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'804 EUR | 503'769 EUR | 100.00% | 100.00% |
12.07.2024 | 0.81% | 100.80 % | 101.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'315 EUR | 503'280 EUR | 100.00% | 100.00% |
11.07.2024 | 0.81% | 101.50 % | 102.30 % | 500'000 | 500'000 | 494'941 | 494'941 | 500'259 EUR | 504'224 EUR | 99.42% | 99.42% |
10.07.2024 | 0.82% | 99.70 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'628 EUR | 497'593 EUR | 100.00% | 100.00% |
09.07.2024 | 0.82% | 99.80 % | 100.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'053 EUR | 498'018 EUR | 100.00% | 100.00% |
08.07.2024 | 0.82% | 99.70 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'253 EUR | 498'218 EUR | 100.00% | 100.00% |
05.07.2024 | 0.83% | 98.80 % | 99.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 489'355 EUR | 493'320 EUR | 100.00% | 100.00% |
04.07.2024 | 0.83% | 98.80 % | 99.60 % | 500'000 | 500'000 | 494'942 | 494'942 | 489'556 EUR | 493'521 EUR | 99.45% | 99.45% |
03.07.2024 | 0.84% | 97.80 % | 98.60 % | 500'000 | 500'000 | 494'903 | 494'903 | 484'574 EUR | 488'539 EUR | 98.69% | 98.69% |
02.07.2024 | 0.86% | 95.90 % | 96.70 % | 500'000 | 500'000 | 494'883 | 494'883 | 470'051 EUR | 474'016 EUR | 98.35% | 98.35% |