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 | 0.70% | 99.77 % | 100.47 % | 200'000 | 200'000 | 200'000 | 200'000 | 199'476 EUR | 200'876 EUR | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.46 % | 100.16 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'615 EUR | 200'015 EUR | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.42 % | 100.12 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'533 EUR | 199'933 EUR | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.04 % | 99.74 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'696 EUR | 200'096 EUR | 94.72% | 94.72% |
09.07.2024 | 0.70% | 99.45 % | 100.15 % | 200'000 | 200'000 | 200'000 | 200'000 | 199'057 EUR | 200'457 EUR | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.85 % | 100.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'068 EUR | 201'468 EUR | 99.79% | 99.79% |
05.07.2024 | 0.70% | 100.13 % | 100.83 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'583 EUR | 201'983 EUR | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.30 % | 101.00 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'577 EUR | 201'977 EUR | 98.26% | 98.26% |
03.07.2024 | 0.70% | 100.21 % | 100.91 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'194 EUR | 201'594 EUR | 100.00% | 100.00% |