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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.50% | 90.68 % | 91.13 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,470 EUR | 90,927 EUR | 67.88% | 67.88% |
24/07/2024 | 0.50% | 91.98 % | 92.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,835 EUR | 93,303 EUR | 65.98% | 65.98% |
23/07/2024 | 0.50% | 93.56 % | 94.03 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,165 EUR | 93,634 EUR | 63.85% | 63.85% |
22/07/2024 | 0.50% | 92.81 % | 92.56 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,005 EUR | 92,468 EUR | 51.09% | 53.66% |
19/07/2024 | 0.50% | 91.91 % | 92.37 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,324 EUR | 91,784 EUR | 67.51% | 67.51% |
18/07/2024 | 0.50% | 92.02 % | 92.48 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,439 EUR | 92,906 EUR | 67.89% | 67.89% |
17/07/2024 | 0.50% | 92.66 % | 93.13 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,966 EUR | 94,439 EUR | 65.38% | 65.38% |
16/07/2024 | 0.50% | 94.43 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,108 EUR | 94,582 EUR | 49.64% | 49.64% |
15/07/2024 | 0.50% | 94.39 % | 94.87 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,970 EUR | 94,443 EUR | 67.14% | 67.14% |
12/07/2024 | 0.50% | 94.20 % | 94.67 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,687 EUR | 94,158 EUR | 58.93% | 58.93% |