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 | 0.89% | 89.70 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'595 EUR | 90'395 EUR | 99.99% | 99.99% |
12.07.2024 | 1.11% | 90.30 % | 91.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'781 EUR | 90'781 EUR | 100.00% | 100.00% |
11.07.2024 | 1.12% | 88.90 % | 89.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'674 EUR | 89'674 EUR | 100.00% | 100.00% |
10.07.2024 | 0.89% | 89.30 % | 90.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'148 EUR | 89'948 EUR | 100.00% | 100.00% |
09.07.2024 | 0.88% | 90.10 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'154 EUR | 90'954 EUR | 99.58% | 99.58% |
08.07.2024 | 1.10% | 90.50 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'754 EUR | 91'754 EUR | 100.00% | 100.00% |
05.07.2024 | 1.09% | 91.00 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'139 EUR | 462'139 EUR | 100.00% | 100.00% |
04.07.2024 | 0.87% | 92.00 % | 92.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'947 EUR | 92'747 EUR | 99.45% | 99.45% |
03.07.2024 | 0.87% | 91.40 % | 92.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'071 EUR | 91'871 EUR | 100.00% | 100.00% |
02.07.2024 | 1.10% | 91.40 % | 92.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'733 EUR | 91'733 EUR | 100.00% | 100.00% |