Davis said: "From the minute I arrived at the club there has been a real team ethic. The dressing room is very much together and it has been really enjoyable being a part of that.
"That unity can really carry a team a long way, when you have guys who wants to fight and scrap for each other in every game it can be a huge thing.
"When we've been under pressure in Europe this season, when the backs have been against the wall, we have seen that spirit coming through.
"And we will need that again in the final. We know it's going to be a very tough match against them, but we are confident going into it."
Davis has never experienced a fixture schedule like the one Rangers are facing right now, and admits that boss Walter Smith has been right to try and juggle all his options in a bid to get results.
"The manager has changed things and freshened it up at the right time," Davis said. "It has been a real learning experience for me, I've gone over to right midfield a bit as well which has been new.
"But as long as the team is winning, that's the main thing. Everyone wants to play in the Uefa Cup Final, but the gaffer does have options for the game."