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 | 0.80% | 115.06 % | 115.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,880 EUR | 289,185 EUR | 100.00% | 100.00% |
12/07/2024 | 0.80% | 113.74 % | 114.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,356 EUR | 285,629 EUR | 100.00% | 100.00% |
11/07/2024 | 0.80% | 112.15 % | 113.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,460 EUR | 275,657 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 104.43 % | 105.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,528 EUR | 257,581 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,836 EUR | 253,861 EUR | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,120 EUR | 259,187 EUR | 99.91% | 99.91% |
05/07/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,839 EUR | 257,891 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,799 EUR | 252,815 EUR | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,428 EUR | 250,428 EUR | 99.77% | 99.77% |
02/07/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,228 EUR | 247,228 EUR | 99.98% | 99.98% |