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 | 1.03% | 96.90 % | 97.90 % | 500'000 | 500'000 | 148'134 | 148'134 | 143'349 EUR | 144'831 EUR | 100.00% | 100.00% |
12.07.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 148'165 | 148'165 | 143'647 EUR | 145'128 EUR | 100.00% | 100.00% |
11.07.2024 | 1.03% | 96.80 % | 97.80 % | 500'000 | 500'000 | 147'951 | 147'951 | 143'265 EUR | 144'745 EUR | 100.00% | 100.00% |
10.07.2024 | 1.04% | 96.60 % | 97.60 % | 500'000 | 500'000 | 148'234 | 148'234 | 142'757 EUR | 144'239 EUR | 100.00% | 100.00% |
09.07.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 146'820 | 146'820 | 140'073 EUR | 141'542 EUR | 99.59% | 99.59% |
08.07.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 148'305 | 148'305 | 141'374 EUR | 142'857 EUR | 100.00% | 100.00% |
05.07.2024 | 1.03% | 95.50 % | 96.50 % | 500'000 | 500'000 | 148'211 | 148'211 | 141'960 EUR | 143'442 EUR | 100.00% | 100.00% |
04.07.2024 | 1.04% | 96.00 % | 97.00 % | 50'000 | 50'000 | 49'745 | 49'745 | 47'655 EUR | 48'153 EUR | 99.39% | 99.39% |
03.07.2024 | 1.04% | 96.00 % | 97.00 % | 500'000 | 500'000 | 148'279 | 148'279 | 142'543 EUR | 144'026 EUR | 100.00% | 100.00% |
02.07.2024 | 1.05% | 95.60 % | 96.60 % | 500'000 | 500'000 | 148'202 | 148'202 | 141'380 EUR | 142'862 EUR | 100.00% | 100.00% |