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 | 0.60% | 102.10 % | 102.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'820 EUR | 508'794 EUR | 100.00% | 100.00% |
12.07.2024 | 0.60% | 102.30 % | 102.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 504'137 EUR | 507'111 EUR | 99.99% | 99.99% |
11.07.2024 | 0.60% | 101.70 % | 102.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'838 EUR | 506'813 EUR | 100.00% | 100.00% |
10.07.2024 | 0.60% | 101.70 % | 102.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'269 EUR | 506'243 EUR | 100.00% | 100.00% |
09.07.2024 | 0.61% | 101.40 % | 102.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'027 EUR | 506'001 EUR | 100.00% | 100.00% |
08.07.2024 | 0.60% | 101.70 % | 102.30 % | 500'000 | 500'000 | 494'949 | 494'949 | 504'296 EUR | 507'270 EUR | 99.60% | 99.60% |
05.07.2024 | 0.61% | 101.60 % | 102.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'605 EUR | 505'580 EUR | 100.00% | 100.00% |
04.07.2024 | 0.61% | 101.60 % | 102.20 % | 500'000 | 500'000 | 494'942 | 494'942 | 502'571 EUR | 505'545 EUR | 99.46% | 99.46% |
03.07.2024 | 0.61% | 101.50 % | 102.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'835 EUR | 504'809 EUR | 100.00% | 100.00% |
02.07.2024 | 0.61% | 100.90 % | 101.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'193 EUR | 502'167 EUR | 100.00% | 100.00% |