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 | 0.79% | 104.64 % | 105.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'750 EUR | 63'248 EUR | 100.00% | 100.00% |
12.07.2024 | 0.79% | 104.71 % | 105.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'763 EUR | 63'261 EUR | 100.00% | 100.00% |
11.07.2024 | 0.79% | 104.45 % | 105.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'595 EUR | 63'093 EUR | 100.00% | 100.00% |
10.07.2024 | 0.79% | 104.18 % | 105.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'342 EUR | 62'836 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 103.63 % | 104.45 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'240 EUR | 62'732 EUR | 100.00% | 100.00% |
08.07.2024 | 0.79% | 103.59 % | 104.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'235 EUR | 62'727 EUR | 100.00% | 100.00% |
05.07.2024 | 0.79% | 103.70 % | 104.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'260 EUR | 62'752 EUR | 100.00% | 100.00% |
04.07.2024 | 0.79% | 103.65 % | 104.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'196 EUR | 62'688 EUR | 100.00% | 100.00% |
03.07.2024 | 0.79% | 103.66 % | 104.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'170 EUR | 62'662 EUR | 100.00% | 100.00% |
02.07.2024 | 0.79% | 103.10 % | 103.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'834 EUR | 62'326 EUR | 99.80% | 99.80% |