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 | 1.45% | 47.59 % | 48.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 71'801 EUR | 72'851 EUR | 100.00% | 100.00% |
12.07.2024 | 1.44% | 48.60 % | 49.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 72'509 EUR | 73'559 EUR | 78.50% | 78.50% |
11.07.2024 | 1.45% | 47.98 % | 48.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 71'835 EUR | 72'885 EUR | 100.00% | 100.00% |
10.07.2024 | 1.50% | 47.05 % | 47.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'656 EUR | 70'706 EUR | 94.74% | 94.74% |
09.07.2024 | 1.50% | 45.98 % | 46.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'426 EUR | 70'476 EUR | 97.76% | 97.76% |
08.07.2024 | 1.47% | 47.13 % | 47.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 70'851 EUR | 71'901 EUR | 99.77% | 99.77% |
05.07.2024 | 1.46% | 47.08 % | 47.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 71'363 EUR | 72'413 EUR | 99.97% | 99.97% |
04.07.2024 | 1.47% | 47.18 % | 47.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 70'733 EUR | 71'783 EUR | 98.26% | 98.26% |
03.07.2024 | 1.48% | 47.31 % | 48.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 70'613 EUR | 71'663 EUR | 100.00% | 100.00% |
02.07.2024 | 1.50% | 46.73 % | 47.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'548 EUR | 70'598 EUR | 100.00% | 100.00% |