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 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 499'033 | 499'033 | 493'476 EUR | 498'470 EUR | 100.00% | 100.00% |
12.07.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'861 EUR | 498'861 EUR | 100.00% | 100.00% |
11.07.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 497'586 | 497'586 | 490'109 EUR | 495'094 EUR | 100.00% | 100.00% |
10.07.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'873 EUR | 495'873 EUR | 100.00% | 100.00% |
09.07.2024 | 1.01% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'592 EUR | 495'592 EUR | 99.59% | 99.59% |
08.07.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'808 EUR | 496'808 EUR | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'777 EUR | 495'777 EUR | 100.00% | 100.00% |
04.07.2024 | 1.02% | 98.20 % | 99.20 % | 500'000 | 500'000 | 497'448 | 497'448 | 488'725 EUR | 493'709 EUR | 99.39% | 99.39% |
03.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'347 EUR | 494'347 EUR | 100.00% | 100.00% |
02.07.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 498'833 | 498'833 | 484'211 EUR | 489'204 EUR | 100.00% | 100.00% |