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 | 4.45% | 68.30 % | 75.30 % | 250'000 | 250'000 | 474'355 | 474'355 | 326'830 EUR | 340'518 EUR | 99.99% | 99.99% |
12.07.2024 | 6.42% | 69.90 % | 76.50 % | 250'000 | 250'000 | 379'769 | 379'769 | 260'816 EUR | 275'485 EUR | 98.34% | 98.34% |
11.07.2024 | 8.90% | 69.50 % | 76.10 % | 250'000 | 250'000 | 257'084 | 257'084 | 179'699 EUR | 195'846 EUR | 99.74% | 99.74% |
10.07.2024 | 8.14% | 71.70 % | 77.90 % | 250'000 | 250'000 | 247'479 | 247'479 | 178'898 EUR | 193'899 EUR | 100.00% | 100.00% |
09.07.2024 | 5.85% | 72.60 % | 78.80 % | 250'000 | 250'000 | 353'725 | 353'725 | 264'864 EUR | 277'842 EUR | 100.00% | 100.00% |
08.07.2024 | 2.56% | 76.20 % | 78.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 379'808 EUR | 389'308 EUR | 100.00% | 100.00% |
05.07.2024 | 3.14% | 76.50 % | 78.50 % | 500'000 | 500'000 | 471'562 | 471'562 | 360'724 EUR | 371'063 EUR | 99.99% | 99.99% |
04.07.2024 | 8.09% | 73.00 % | 78.80 % | 250'000 | 250'000 | 247'466 | 247'466 | 178'504 EUR | 193'359 EUR | 99.45% | 99.45% |
03.07.2024 | 8.50% | 72.70 % | 78.90 % | 250'000 | 250'000 | 247'479 | 247'479 | 176'872 EUR | 192'387 EUR | 100.00% | 100.00% |
02.07.2024 | 3.44% | 70.90 % | 73.30 % | 500'000 | 500'000 | 494'932 | 494'932 | 351'030 EUR | 362'919 EUR | 100.00% | 100.00% |