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 | 0.99% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'013 EUR | 101'012 EUR | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'609 EUR | 101'609 EUR | 81.93% | 81.93% |
11.07.2024 | 1.00% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'300 EUR | 101'303 EUR | 98.57% | 98.57% |
10.07.2024 | 0.99% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'989 EUR | 100'988 EUR | 59.70% | 59.70% |