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 | 1.32% | 36.96 % | 37.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,202 EUR | 95,452 EUR | 100.00% | 100.00% |
12/07/2024 | 1.31% | 37.77 % | 38.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,527 EUR | 95,777 EUR | 100.00% | 100.00% |
11/07/2024 | 1.37% | 36.90 % | 37.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,395 EUR | 91,645 EUR | 68.11% | 68.11% |
10/07/2024 | 1.42% | 34.99 % | 35.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 87,513 EUR | 88,763 EUR | 100.00% | 100.00% |
09/07/2024 | 1.39% | 34.40 % | 34.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 89,578 EUR | 90,828 EUR | 100.00% | 100.00% |
08/07/2024 | 1.37% | 35.93 % | 36.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,839 EUR | 92,089 EUR | 99.21% | 99.21% |
05/07/2024 | 1.40% | 35.89 % | 36.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,600 EUR | 89,850 EUR | 100.00% | 100.00% |
04/07/2024 | 1.41% | 35.15 % | 35.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 87,924 EUR | 89,174 EUR | 100.00% | 100.00% |
03/07/2024 | 1.38% | 35.14 % | 35.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,159 EUR | 91,409 EUR | 99.07% | 99.07% |
02/07/2024 | 1.37% | 35.54 % | 36.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,385 EUR | 91,635 EUR | 100.00% | 100.00% |