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 | 0.75% | 100.04 % | 100.79 % | 199'000 | 198'000 | 199'775 | 198'000 | 199'795 EUR | 199'505 EUR | 100.00% | 100.00% |
12.07.2024 | 0.75% | 99.99 % | 100.74 % | 200'000 | 198'000 | 199'309 | 198'000 | 199'319 EUR | 199'495 EUR | 99.99% | 99.99% |
11.07.2024 | 0.74% | 100.38 % | 101.13 % | 199'000 | 197'000 | 199'000 | 197'082 | 199'610 EUR | 199'164 EUR | 100.00% | 100.00% |
10.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'652 EUR | 199'140 EUR | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.75 % | 100.50 % | 200'000 | 199'000 | 200'000 | 198'354 | 199'618 EUR | 199'462 EUR | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.76 % | 100.51 % | 200'000 | 198'000 | 200'000 | 198'156 | 199'548 EUR | 199'195 EUR | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.81 % | 100.56 % | 200'000 | 198'000 | 200'000 | 198'925 | 199'359 EUR | 199'779 EUR | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.51 % | 100.26 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'020 EUR | 199'517 EUR | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.51 % | 100.26 % | 200'000 | 199'000 | 200'945 | 199'445 | 199'513 EUR | 199'519 EUR | 99.96% | 99.96% |
02.07.2024 | 0.75% | 99.26 % | 100.01 % | 201'000 | 199'000 | 201'000 | 199'558 | 199'495 EUR | 199'561 EUR | 99.93% | 99.93% |