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% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'799 EUR | 96'799 EUR | 98.49% | 98.49% |
12.07.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'975 EUR | 96'975 EUR | 81.90% | 81.90% |
11.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'337 EUR | 96'337 EUR | 98.52% | 98.52% |
10.07.2024 | 1.05% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'080 EUR | 96'080 EUR | 86.82% | 86.82% |
09.07.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'809 EUR | 95'809 EUR | 99.18% | 99.18% |
08.07.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'578 EUR | 97'578 EUR | 98.37% | 98.37% |
05.07.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'872 EUR | 97'872 EUR | 98.52% | 98.52% |
04.07.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'858 EUR | 97'858 EUR | 96.97% | 96.97% |
03.07.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'510 EUR | 97'510 EUR | 97.61% | 97.61% |
02.07.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'809 EUR | 96'809 EUR | 100.00% | 100.00% |