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 | 0.79% | 98.85 % | 99.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'443 EUR | 59'914 EUR | 100.00% | 100.00% |
12.07.2024 | 0.79% | 99.27 % | 100.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'513 EUR | 59'986 EUR | 100.00% | 100.00% |
11.07.2024 | 0.79% | 99.01 % | 99.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'287 EUR | 59'756 EUR | 100.00% | 100.00% |
10.07.2024 | 0.79% | 98.41 % | 99.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'008 EUR | 59'476 EUR | 100.00% | 100.00% |
09.07.2024 | 0.79% | 98.43 % | 99.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'109 EUR | 59'577 EUR | 100.00% | 100.00% |
08.07.2024 | 0.79% | 98.83 % | 99.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'333 EUR | 59'801 EUR | 100.00% | 100.00% |
05.07.2024 | 0.79% | 98.95 % | 99.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'498 EUR | 59'972 EUR | 100.00% | 100.00% |
04.07.2024 | 0.79% | 98.99 % | 99.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'399 EUR | 59'872 EUR | 100.00% | 100.00% |
03.07.2024 | 0.79% | 98.94 % | 99.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'337 EUR | 59'806 EUR | 100.00% | 100.00% |
02.07.2024 | 0.79% | 98.63 % | 99.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'184 EUR | 59'652 EUR | 99.77% | 99.77% |