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 | 0.70% | 99.67 % | 100.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'533 EUR | 150'583 EUR | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'488 EUR | 150'538 EUR | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.42 % | 100.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'929 EUR | 149'979 EUR | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.18 % | 99.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'534 EUR | 149'584 EUR | 94.73% | 94.73% |
09.07.2024 | 0.71% | 98.67 % | 99.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'070 EUR | 149'120 EUR | 97.76% | 97.76% |
08.07.2024 | 0.71% | 98.59 % | 99.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'045 EUR | 149'095 EUR | 99.78% | 99.78% |
05.07.2024 | 0.71% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'134 EUR | 149'184 EUR | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.56 % | 99.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'860 EUR | 148'910 EUR | 98.26% | 98.26% |
03.07.2024 | 0.71% | 98.55 % | 99.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'735 EUR | 148'785 EUR | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.00 % | 98.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'917 EUR | 147'967 EUR | 100.00% | 100.00% |