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 | 0.69% | 101.70 % | 102.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'550 EUR | 153'600 EUR | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.68 % | 102.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'520 EUR | 153'570 EUR | 78.49% | 78.49% |
11.07.2024 | 0.69% | 101.67 % | 102.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'505 EUR | 153'555 EUR | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.64 % | 102.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'459 EUR | 153'509 EUR | 94.73% | 94.73% |
09.07.2024 | 0.69% | 101.63 % | 102.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'445 EUR | 153'495 EUR | 97.76% | 97.76% |
08.07.2024 | 0.69% | 101.61 % | 102.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'430 EUR | 153'480 EUR | 99.77% | 99.77% |
05.07.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'400 EUR | 153'450 EUR | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.59 % | 102.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'385 EUR | 153'435 EUR | 98.27% | 98.27% |
03.07.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'324 EUR | 153'374 EUR | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.54 % | 102.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'308 EUR | 153'358 EUR | 100.00% | 100.00% |