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 | 0.75% | 99.34 % | 100.09 % | 150'000 | 149'000 | 150'128 | 149'071 | 149'250 EUR | 149'317 EUR | 99.96% | 99.96% |
12.07.2024 | 0.75% | 99.34 % | 100.09 % | 150'000 | 149'000 | 150'974 | 149'868 | 149'460 EUR | 149'488 EUR | 100.00% | 100.00% |
11.07.2024 | 0.75% | 98.94 % | 99.69 % | 151'000 | 150'000 | 150'949 | 149'595 | 149'770 EUR | 149'549 EUR | 99.99% | 99.99% |
10.07.2024 | 0.75% | 99.15 % | 99.90 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'545 EUR | 149'679 EUR | 100.00% | 100.00% |
09.07.2024 | 0.75% | 98.93 % | 99.68 % | 151'000 | 150'000 | 150'795 | 149'443 | 149'626 EUR | 149'405 EUR | 99.99% | 99.99% |
08.07.2024 | 0.76% | 98.99 % | 99.74 % | 151'000 | 150'000 | 151'003 | 150'003 | 149'349 EUR | 149'485 EUR | 100.00% | 100.00% |
05.07.2024 | 0.76% | 98.59 % | 99.34 % | 152'000 | 150'000 | 152'000 | 150'985 | 149'486 EUR | 149'619 EUR | 99.99% | 99.99% |
04.07.2024 | 0.74% | 98.24 % | 98.97 % | 152'000 | 151'000 | 152'000 | 151'000 | 149'315 EUR | 149'435 EUR | 100.00% | 100.00% |
03.07.2024 | 0.74% | 98.04 % | 98.77 % | 152'000 | 151'000 | 152'094 | 151'009 | 149'206 EUR | 149'244 EUR | 100.00% | 100.00% |
02.07.2024 | 0.75% | 97.69 % | 98.42 % | 153'000 | 152'000 | 153'079 | 152'000 | 149'211 EUR | 149'269 EUR | 100.00% | 100.00% |