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 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 499'032 | 499'032 | 485'742 EUR | 490'736 EUR | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'364 EUR | 493'364 EUR | 100.00% | 100.00% |
11.07.2024 | 1.02% | 98.50 % | 99.50 % | 500'000 | 500'000 | 497'585 | 497'585 | 488'736 EUR | 493'721 EUR | 100.00% | 100.00% |
10.07.2024 | 1.02% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'076 EUR | 493'076 EUR | 100.00% | 100.00% |
09.07.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'958 EUR | 489'958 EUR | 99.59% | 99.59% |
08.07.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'124 EUR | 494'124 EUR | 100.00% | 100.00% |
05.07.2024 | 1.01% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'634 EUR | 495'634 EUR | 100.00% | 100.00% |
04.07.2024 | 1.02% | 98.50 % | 99.50 % | 500'000 | 500'000 | 497'448 | 497'448 | 489'010 EUR | 493'994 EUR | 99.39% | 99.39% |
03.07.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'593 EUR | 497'593 EUR | 100.00% | 100.00% |
02.07.2024 | 1.03% | 97.30 % | 98.30 % | 500'000 | 500'000 | 498'833 | 498'833 | 483'953 EUR | 488'946 EUR | 100.00% | 100.00% |