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 | 4.45% | 68.30 % | 75.30 % | 250,000 | 250,000 | 474,355 | 474,355 | 326,830 EUR | 340,518 EUR | 99.99% | 99.99% |
12/07/2024 | 6.42% | 69.90 % | 76.50 % | 250,000 | 250,000 | 379,769 | 379,769 | 260,816 EUR | 275,485 EUR | 98.34% | 98.34% |
11/07/2024 | 8.90% | 69.50 % | 76.10 % | 250,000 | 250,000 | 257,084 | 257,084 | 179,699 EUR | 195,846 EUR | 99.74% | 99.74% |
10/07/2024 | 8.14% | 71.70 % | 77.90 % | 250,000 | 250,000 | 247,479 | 247,479 | 178,898 EUR | 193,899 EUR | 100.00% | 100.00% |
09/07/2024 | 5.85% | 72.60 % | 78.80 % | 250,000 | 250,000 | 353,725 | 353,725 | 264,864 EUR | 277,842 EUR | 100.00% | 100.00% |
08/07/2024 | 2.56% | 76.20 % | 78.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 379,808 EUR | 389,308 EUR | 100.00% | 100.00% |
05/07/2024 | 3.14% | 76.50 % | 78.50 % | 500,000 | 500,000 | 471,562 | 471,562 | 360,724 EUR | 371,063 EUR | 99.99% | 99.99% |
04/07/2024 | 8.09% | 73.00 % | 78.80 % | 250,000 | 250,000 | 247,466 | 247,466 | 178,504 EUR | 193,359 EUR | 99.45% | 99.45% |
03/07/2024 | 8.50% | 72.70 % | 78.90 % | 250,000 | 250,000 | 247,479 | 247,479 | 176,872 EUR | 192,387 EUR | 100.00% | 100.00% |
02/07/2024 | 3.44% | 70.90 % | 73.30 % | 500,000 | 500,000 | 494,932 | 494,932 | 351,030 EUR | 362,919 EUR | 100.00% | 100.00% |