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 | 0.82% | 100.20 % | 101.00 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'289 EUR | 100'082 EUR | 100.00% | 100.00% |
12.07.2024 | 0.82% | 100.50 % | 101.30 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'222 EUR | 100'014 EUR | 100.00% | 100.00% |
11.07.2024 | 0.82% | 100.10 % | 100.90 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'967 EUR | 99'760 EUR | 100.00% | 100.00% |
10.07.2024 | 0.82% | 100.00 % | 100.80 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'837 EUR | 99'630 EUR | 100.00% | 100.00% |
09.07.2024 | 0.82% | 99.60 % | 100.40 % | 100'000 | 100'000 | 98'990 | 98'990 | 98'693 EUR | 99'486 EUR | 99.59% | 99.59% |
08.07.2024 | 0.82% | 99.80 % | 100.60 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'884 EUR | 99'677 EUR | 100.00% | 100.00% |
05.07.2024 | 0.82% | 99.80 % | 100.60 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'925 EUR | 99'718 EUR | 100.00% | 100.00% |
04.07.2024 | 0.82% | 99.80 % | 100.60 % | 100'000 | 100'000 | 98'988 | 98'988 | 98'804 EUR | 99'597 EUR | 99.45% | 99.45% |
03.07.2024 | 0.82% | 99.90 % | 100.70 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'806 EUR | 99'599 EUR | 100.00% | 100.00% |
02.07.2024 | 0.82% | 99.70 % | 100.50 % | 100'000 | 100'000 | 98'994 | 98'994 | 98'700 EUR | 99'493 EUR | 100.00% | 100.00% |