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 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'990 EUR | 96'990 EUR | 98.49% | 98.49% |
12.07.2024 | 1.04% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'967 EUR | 96'967 EUR | 81.94% | 81.94% |
11.07.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'565 EUR | 96'565 EUR | 98.16% | 98.16% |
10.07.2024 | 1.05% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'163 EUR | 96'163 EUR | 86.86% | 86.86% |
09.07.2024 | 1.04% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'420 EUR | 96'420 EUR | 99.18% | 99.18% |
08.07.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'952 EUR | 96'952 EUR | 98.37% | 98.37% |
05.07.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'787 EUR | 96'787 EUR | 98.52% | 98.52% |
04.07.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'657 EUR | 96'657 EUR | 96.97% | 96.97% |
03.07.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'515 EUR | 96'515 EUR | 97.61% | 97.61% |
02.07.2024 | 1.05% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'096 EUR | 96'096 EUR | 100.00% | 100.00% |