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 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'333 EUR | 100'328 EUR | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'275 EUR | 100'270 EUR | 81.96% | 81.96% |
11.07.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'992 EUR | 99'989 EUR | 98.58% | 98.58% |
10.07.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'714 EUR | 99'714 EUR | 86.86% | 86.86% |
09.07.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'683 EUR | 99'682 EUR | 99.19% | 99.19% |
08.07.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'423 EUR | 100'419 EUR | 98.38% | 98.38% |
05.07.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'994 EUR | 99'991 EUR | 98.52% | 98.52% |
04.07.2024 | 1.01% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'076 EUR | 100'077 EUR | 96.98% | 96.98% |
03.07.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'678 EUR | 99'678 EUR | 97.62% | 97.62% |
02.07.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'716 EUR | 98'716 EUR | 100.00% | 100.00% |