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 | 1.06% | 94.30 % | 95.30 % | 500'000 | 500'000 | 148'203 | 148'203 | 139'487 EUR | 140'969 EUR | 100.00% | 100.00% |
12.07.2024 | 1.06% | 94.60 % | 95.60 % | 500'000 | 500'000 | 148'165 | 148'165 | 139'786 EUR | 141'268 EUR | 100.00% | 100.00% |
11.07.2024 | 1.06% | 93.60 % | 94.60 % | 500'000 | 500'000 | 147'923 | 147'923 | 138'865 EUR | 140'345 EUR | 99.99% | 99.99% |
10.07.2024 | 1.07% | 93.10 % | 94.10 % | 500'000 | 500'000 | 148'234 | 148'234 | 138'279 EUR | 139'762 EUR | 100.00% | 100.00% |
09.07.2024 | 1.07% | 92.50 % | 93.50 % | 500'000 | 500'000 | 146'830 | 146'830 | 136'239 EUR | 137'707 EUR | 99.58% | 99.58% |
08.07.2024 | 1.04% | 94.50 % | 95.50 % | 500'000 | 500'000 | 148'312 | 148'312 | 140'639 EUR | 142'122 EUR | 100.00% | 100.00% |
05.07.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 148'188 | 148'188 | 140'058 EUR | 141'540 EUR | 100.00% | 100.00% |
04.07.2024 | 1.06% | 94.60 % | 95.60 % | 50'000 | 50'000 | 49'745 | 49'745 | 47'045 EUR | 47'543 EUR | 99.39% | 99.39% |
03.07.2024 | 1.07% | 92.80 % | 93.80 % | 500'000 | 500'000 | 148'256 | 148'256 | 137'937 EUR | 139'419 EUR | 100.00% | 100.00% |
02.07.2024 | 1.09% | 91.10 % | 92.10 % | 500'000 | 500'000 | 148'202 | 148'202 | 135'281 EUR | 136'764 EUR | 100.00% | 100.00% |