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 | 0.76% | 92.22 % | 92.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'011 EUR | 139'061 EUR | 92.76% | 92.76% |
12.07.2024 | 0.76% | 91.88 % | 92.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'067 EUR | 138'117 EUR | 78.49% | 78.49% |
11.07.2024 | 0.77% | 90.91 % | 91.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'718 EUR | 136'768 EUR | 99.97% | 99.97% |
10.07.2024 | 0.76% | 91.42 % | 92.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'940 EUR | 137'990 EUR | 94.72% | 94.72% |
09.07.2024 | 0.79% | 88.32 % | 89.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'135 EUR | 133'185 EUR | 97.75% | 97.75% |
08.07.2024 | 0.79% | 88.18 % | 88.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'499 EUR | 133'549 EUR | 99.79% | 99.79% |
05.07.2024 | 0.80% | 87.34 % | 88.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'166 EUR | 132'216 EUR | 100.00% | 100.00% |
04.07.2024 | 0.83% | 84.64 % | 85.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'434 EUR | 127'484 EUR | 98.25% | 98.25% |
03.07.2024 | 0.83% | 83.69 % | 84.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'379 EUR | 127'429 EUR | 100.00% | 100.00% |
02.07.2024 | 0.86% | 82.26 % | 82.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 121'541 EUR | 122'591 EUR | 99.99% | 99.99% |