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 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'146 EUR | 101'146 EUR | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'121 EUR | 101'121 EUR | 81.92% | 81.92% |
11.07.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'951 EUR | 100'946 EUR | 98.59% | 98.59% |
10.07.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'872 EUR | 100'873 EUR | 59.74% | 59.74% |
09.07.2024 | 1.01% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'854 EUR | 100'864 EUR | 99.20% | 99.20% |
08.07.2024 | 1.01% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'905 EUR | 100'918 EUR | 98.38% | 98.38% |
05.07.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'910 EUR | 100'910 EUR | 98.52% | 98.52% |
04.07.2024 | 1.01% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'887 EUR | 100'898 EUR | 96.99% | 96.99% |
03.07.2024 | 1.00% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'842 EUR | 100'848 EUR | 97.62% | 97.62% |
02.07.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'715 EUR | 100'706 EUR | 100.00% | 100.00% |