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 | 1.27% | 39.33 % | 39.83 % | 100'000 | 50'000 | 100'000 | 50'000 | 38'990 EUR | 19'745 EUR | 74.36% | 74.36% |
12.07.2024 | 1.26% | 39.49 % | 39.99 % | 100'000 | 50'000 | 100'000 | 50'000 | 39'362 EUR | 19'931 EUR | 78.76% | 78.76% |
11.07.2024 | 1.24% | 39.69 % | 40.19 % | 100'000 | 50'000 | 100'000 | 50'000 | 40'051 EUR | 20'275 EUR | 81.21% | 81.21% |
10.07.2024 | 1.24% | 39.71 % | 40.21 % | 100'000 | 50'000 | 100'000 | 50'000 | 40'113 EUR | 20'307 EUR | 94.72% | 94.72% |
09.07.2024 | 1.24% | 38.29 % | 38.79 % | 100'000 | 50'000 | 100'000 | 50'000 | 40'262 EUR | 20'381 EUR | 97.74% | 97.74% |
08.07.2024 | 1.22% | 40.09 % | 40.59 % | 100'000 | 50'000 | 100'000 | 50'000 | 40'851 EUR | 20'675 EUR | 99.77% | 99.77% |
05.07.2024 | 1.21% | 41.31 % | 41.81 % | 100'000 | 50'000 | 100'000 | 50'000 | 41'209 EUR | 20'854 EUR | 100.00% | 100.00% |
04.07.2024 | 1.24% | 40.01 % | 40.51 % | 100'000 | 50'000 | 100'000 | 50'000 | 39'988 EUR | 20'244 EUR | 98.22% | 98.22% |
03.07.2024 | 1.35% | 37.48 % | 37.98 % | 100'000 | 50'000 | 100'000 | 50'000 | 36'796 EUR | 18'648 EUR | 100.00% | 100.00% |
02.07.2024 | 1.35% | 36.66 % | 37.16 % | 100'000 | 50'000 | 100'000 | 50'000 | 36'909 EUR | 18'705 EUR | 100.00% | 100.00% |