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 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'349 EUR | 97'349 EUR | 98.49% | 98.49% |
12.07.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'341 EUR | 97'341 EUR | 81.95% | 81.95% |
11.07.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'894 EUR | 96'894 EUR | 98.59% | 98.59% |
10.07.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'418 EUR | 96'418 EUR | 86.84% | 86.84% |
09.07.2024 | 1.04% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'345 EUR | 96'345 EUR | 99.19% | 99.19% |
08.07.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'636 EUR | 97'636 EUR | 98.38% | 98.38% |
05.07.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'033 EUR | 97'033 EUR | 98.52% | 98.52% |
04.07.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'145 EUR | 97'145 EUR | 96.98% | 96.98% |
03.07.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'415 EUR | 96'415 EUR | 97.62% | 97.62% |
02.07.2024 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'976 EUR | 94'976 EUR | 99.42% | 99.42% |