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 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'173 EUR | 500'708 EUR | 99.99% | 99.99% |
12.07.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'211 EUR | 499'741 EUR | 100.00% | 100.00% |
11.07.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'627 EUR | 498'156 EUR | 100.00% | 100.00% |
10.07.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'275 EUR | 500'812 EUR | 100.00% | 100.00% |
09.07.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'476 EUR | 498'013 EUR | 100.00% | 100.00% |
08.07.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'805 EUR | 498'340 EUR | 100.00% | 100.00% |
05.07.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'860 EUR | 499'397 EUR | 100.00% | 100.00% |
04.07.2024 | 0.32% | 99.80 % | 100.11 % | 500'000 | 500'000 | 494'942 | 494'942 | 493'502 EUR | 495'039 EUR | 99.46% | 99.46% |
03.07.2024 | 0.32% | 99.80 % | 100.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'552 EUR | 496'089 EUR | 100.00% | 100.00% |
02.07.2024 | 0.32% | 99.40 % | 99.71 % | 500'000 | 500'000 | 494'909 | 494'909 | 488'784 EUR | 490'320 EUR | 98.85% | 98.85% |