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 | 1.02% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'715 EUR | 98'715 EUR | 98.49% | 98.49% |
12.07.2024 | 1.02% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'487 EUR | 98'487 EUR | 81.94% | 81.94% |
11.07.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'808 EUR | 97'808 EUR | 98.58% | 98.58% |
10.07.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'289 EUR | 97'289 EUR | 59.76% | 59.76% |
09.07.2024 | 1.03% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'336 EUR | 97'336 EUR | 99.18% | 99.18% |
08.07.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'881 EUR | 97'881 EUR | 98.05% | 98.05% |
05.07.2024 | 1.02% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'156 EUR | 98'156 EUR | 98.52% | 98.52% |
04.07.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'750 EUR | 97'750 EUR | 96.97% | 96.97% |
03.07.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'565 EUR | 97'565 EUR | 97.61% | 97.61% |
02.07.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'392 EUR | 97'392 EUR | 100.00% | 100.00% |