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% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'726 EUR | 494'726 EUR | 100.00% | 100.00% |
12.07.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'963 EUR | 499'963 EUR | 100.00% | 100.00% |
11.07.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'772 EUR | 495'772 EUR | 100.00% | 100.00% |