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 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'917 EUR | 99'919 EUR | 98.48% | 98.48% |
12.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'150 EUR | 101'151 EUR | 81.92% | 81.92% |
11.07.2024 | 1.00% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'445 EUR | 100'448 EUR | 98.58% | 98.58% |
10.07.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'760 EUR | 99'762 EUR | 59.79% | 59.79% |
09.07.2024 | 1.00% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'957 EUR | 99'955 EUR | 99.18% | 99.18% |
08.07.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'505 EUR | 100'508 EUR | 98.37% | 98.37% |
05.07.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'284 EUR | 101'285 EUR | 98.52% | 98.52% |
04.07.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'010 EUR | 101'011 EUR | 96.97% | 96.97% |
03.07.2024 | 1.00% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'829 EUR | 100'828 EUR | 97.61% | 97.61% |
02.07.2024 | 0.99% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'725 EUR | 100'720 EUR | 100.00% | 100.00% |