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 | 0.68% | 103.13 % | 103.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'689 EUR | 155'739 EUR | 100.00% | 100.00% |
12.07.2024 | 0.68% | 103.10 % | 103.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'657 EUR | 155'707 EUR | 78.50% | 78.50% |
11.07.2024 | 0.68% | 103.13 % | 103.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'669 EUR | 155'719 EUR | 100.00% | 100.00% |
10.07.2024 | 0.68% | 103.01 % | 103.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'447 EUR | 155'497 EUR | 94.73% | 94.73% |
09.07.2024 | 0.68% | 102.97 % | 103.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'513 EUR | 155'563 EUR | 97.76% | 97.76% |
08.07.2024 | 0.68% | 102.85 % | 103.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'265 EUR | 155'315 EUR | 99.78% | 99.78% |
05.07.2024 | 0.68% | 102.80 % | 103.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'204 EUR | 155'254 EUR | 100.00% | 100.00% |
04.07.2024 | 0.68% | 102.80 % | 103.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'152 EUR | 155'202 EUR | 98.26% | 98.26% |
03.07.2024 | 0.68% | 102.71 % | 103.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'034 EUR | 155'084 EUR | 100.00% | 100.00% |
02.07.2024 | 0.68% | 102.52 % | 103.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'649 EUR | 154'699 EUR | 99.99% | 99.99% |