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 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'430 EUR | 98'430 EUR | 98.49% | 98.49% |
12.07.2024 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'628 EUR | 98'628 EUR | 81.93% | 81.93% |
11.07.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'152 EUR | 98'152 EUR | 98.52% | 98.52% |
10.07.2024 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'304 EUR | 97'304 EUR | 86.80% | 86.80% |
09.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'937 EUR | 96'937 EUR | 99.17% | 99.17% |
08.07.2024 | 1.03% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'227 EUR | 97'227 EUR | 98.37% | 98.37% |
05.07.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'802 EUR | 97'802 EUR | 98.52% | 98.52% |
04.07.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'261 EUR | 97'261 EUR | 96.96% | 96.96% |
03.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'921 EUR | 96'921 EUR | 97.61% | 97.61% |
02.07.2024 | 1.05% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'944 EUR | 95'944 EUR | 100.00% | 100.00% |