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 | 0.69% | 101.67 % | 102.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'395 EUR | 153'445 EUR | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.81 % | 102.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'778 EUR | 152'828 EUR | 78.50% | 78.50% |
11.07.2024 | 0.69% | 101.41 % | 102.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'191 EUR | 153'241 EUR | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.40 % | 102.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'690 EUR | 152'740 EUR | 94.72% | 94.72% |
09.07.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'269 EUR | 150'319 EUR | 76.24% | 76.24% |
08.07.2024 | 0.71% | 98.32 % | 99.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'539 EUR | 148'589 EUR | 99.78% | 99.78% |
05.07.2024 | 0.72% | 97.84 % | 98.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'882 EUR | 146'932 EUR | 100.00% | 100.00% |
04.07.2024 | 0.72% | 96.98 % | 97.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'564 EUR | 146'614 EUR | 98.27% | 98.27% |
03.07.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'437 EUR | 146'487 EUR | 100.00% | 100.00% |
02.07.2024 | 0.73% | 96.11 % | 96.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'330 EUR | 144'380 EUR | 100.00% | 100.00% |