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 | 1.79% | 88.80 % | 89.60 % | 250'000 | 250'000 | 70'083 | 70'083 | 62'078 EUR | 62'800 EUR | 100.00% | 100.00% |
12.07.2024 | 1.72% | 91.40 % | 92.20 % | 250'000 | 250'000 | 72'786 | 72'786 | 66'516 EUR | 67'271 EUR | 98.72% | 98.72% |
11.07.2024 | 1.88% | 94.30 % | 95.30 % | 250'000 | 250'000 | 73'146 | 73'146 | 68'576 EUR | 69'489 EUR | 99.98% | 99.98% |
10.07.2024 | 1.93% | 89.90 % | 90.90 % | 250'000 | 250'000 | 74'162 | 74'162 | 66'212 EUR | 67'137 EUR | 100.00% | 100.00% |
09.07.2024 | 1.70% | 87.50 % | 88.30 % | 250'000 | 250'000 | 73'360 | 73'360 | 64'936 EUR | 65'707 EUR | 99.58% | 99.58% |
08.07.2024 | 1.72% | 89.70 % | 90.50 % | 250'000 | 250'000 | 74'127 | 74'127 | 65'716 EUR | 66'493 EUR | 100.00% | 100.00% |
05.07.2024 | 1.98% | 86.80 % | 87.80 % | 250'000 | 250'000 | 74'164 | 74'164 | 63'633 EUR | 64'558 EUR | 100.00% | 100.00% |
04.07.2024 | 1.90% | 86.80 % | 88.20 % | 25'000 | 25'000 | 25'000 | 25'000 | 21'730 EUR | 22'146 EUR | 99.45% | 99.45% |
03.07.2024 | 1.84% | 85.40 % | 86.20 % | 250'000 | 250'000 | 74'107 | 74'107 | 62'982 EUR | 63'758 EUR | 99.99% | 99.99% |
02.07.2024 | 2.13% | 81.50 % | 82.50 % | 250'000 | 250'000 | 74'165 | 74'165 | 60'085 EUR | 61'010 EUR | 100.00% | 100.00% |