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% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'506 EUR | 150'556 EUR | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.82 % | 100.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'093 EUR | 150'143 EUR | 78.49% | 78.49% |
11.07.2024 | 0.71% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'996 EUR | 149'046 EUR | 100.00% | 100.00% |
10.07.2024 | 0.71% | 97.99 % | 98.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'967 EUR | 148'017 EUR | 94.73% | 94.73% |
09.07.2024 | 0.71% | 97.60 % | 98.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'329 EUR | 147'379 EUR | 97.75% | 97.75% |
08.07.2024 | 0.71% | 97.59 % | 98.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'003 EUR | 148'053 EUR | 99.77% | 99.77% |
05.07.2024 | 0.71% | 97.85 % | 98.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'828 EUR | 147'878 EUR | 100.00% | 100.00% |
04.07.2024 | 0.72% | 97.20 % | 97.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'752 EUR | 146'802 EUR | 98.26% | 98.26% |
03.07.2024 | 0.72% | 97.67 % | 98.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'676 EUR | 146'726 EUR | 100.00% | 100.00% |
02.07.2024 | 0.72% | 97.24 % | 97.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'650 EUR | 146'700 EUR | 100.00% | 100.00% |