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 | 0.95% | 96.71 % | 97.71 % | 150'000 | 10'000 | 189'397 | 75'311 | 181'271 EUR | 72'535 EUR | 99.94% | 99.94% |
12.07.2024 | 0.84% | 95.46 % | 96.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'662 EUR | 239'662 EUR | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'833 EUR | 240'833 EUR | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'021 EUR | 242'021 EUR | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'483 EUR | 242'483 EUR | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'167 EUR | 243'167 EUR | 99.85% | 99.85% |
05.07.2024 | 0.84% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'486 EUR | 240'486 EUR | 21.65% | 21.65% |
04.07.2024 | 0.83% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'344 EUR | 243'344 EUR | 100.00% | 100.00% |
03.07.2024 | 0.82% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'844 EUR | 243'844 EUR | 99.91% | 99.91% |
02.07.2024 | 0.83% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'371 EUR | 243'371 EUR | 100.00% | 100.00% |