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 | 0.70% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'101 EUR | 151'151 EUR | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.97 % | 100.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'743 EUR | 150'793 EUR | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'756 EUR | 149'806 EUR | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.72 % | 99.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'373 EUR | 149'423 EUR | 94.73% | 94.73% |
09.07.2024 | 0.70% | 98.86 % | 99.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'125 EUR | 150'175 EUR | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'846 EUR | 150'896 EUR | 99.78% | 99.78% |
05.07.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'647 EUR | 150'697 EUR | 99.91% | 99.91% |
04.07.2024 | 0.70% | 99.64 % | 100.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'308 EUR | 150'358 EUR | 98.25% | 98.25% |
03.07.2024 | 0.70% | 99.31 % | 100.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'128 EUR | 150'178 EUR | 100.00% | 100.00% |
02.07.2024 | 0.71% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'092 EUR | 149'142 EUR | 100.00% | 100.00% |