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 | 150'263 EUR | 151'313 EUR | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.37 % | 101.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'315 EUR | 151'365 EUR | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'065 EUR | 151'115 EUR | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'904 EUR | 150'954 EUR | 94.73% | 94.73% |
09.07.2024 | 0.70% | 99.62 % | 100.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'856 EUR | 150'906 EUR | 97.76% | 97.76% |
08.07.2024 | 0.70% | 100.09 % | 100.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'442 EUR | 151'492 EUR | 99.76% | 99.76% |
05.07.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'063 EUR | 151'113 EUR | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.06 % | 100.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'918 EUR | 150'968 EUR | 98.26% | 98.26% |
03.07.2024 | 0.70% | 99.49 % | 100.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'135 EUR | 150'185 EUR | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.60 % | 99.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'879 EUR | 148'929 EUR | 99.98% | 99.98% |