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 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'397 EUR | 499'199 EUR | 96.15% | 96.15% |
12.07.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'917 EUR | 498'959 EUR | 96.52% | 96.52% |
11.07.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'325 EUR | 498'662 EUR | 96.54% | 96.54% |
10.07.2024 | 0.51% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'932 EUR | 495'966 EUR | 96.52% | 96.52% |
09.07.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'020 EUR | 494'510 EUR | 94.28% | 94.28% |
08.07.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'248 EUR | 495'624 EUR | 93.93% | 93.93% |
05.07.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'323 EUR | 496'161 EUR | 97.56% | 97.56% |
04.07.2024 | 0.50% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'273 EUR | 497'136 EUR | 88.78% | 88.78% |