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 | 1.63% | 30.51 % | 31.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 76,268 EUR | 77,518 EUR | 100.00% | 100.00% |
12/07/2024 | 1.62% | 30.77 % | 31.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 76,310 EUR | 77,560 EUR | 100.00% | 100.00% |
11/07/2024 | 1.56% | 31.41 % | 31.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 79,322 EUR | 80,572 EUR | 100.00% | 100.00% |
10/07/2024 | 1.54% | 31.83 % | 32.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 80,777 EUR | 82,027 EUR | 100.00% | 100.00% |
09/07/2024 | 1.52% | 31.95 % | 32.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 81,703 EUR | 82,953 EUR | 100.00% | 100.00% |
08/07/2024 | 1.48% | 33.27 % | 33.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,098 EUR | 85,348 EUR | 99.75% | 99.75% |
05/07/2024 | 1.52% | 32.46 % | 32.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 81,600 EUR | 82,850 EUR | 100.00% | 100.00% |
04/07/2024 | 1.55% | 31.88 % | 32.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 79,929 EUR | 81,179 EUR | 100.00% | 100.00% |
03/07/2024 | 1.55% | 32.70 % | 33.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 79,968 EUR | 81,218 EUR | 99.67% | 99.67% |
02/07/2024 | 1.60% | 31.16 % | 31.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 77,533 EUR | 78,783 EUR | 100.00% | 100.00% |