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 | 2.00% | 15.51 % | 15.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 39,402 EUR | 40,197 EUR | 99.99% | 99.99% |
12/07/2024 | 2.01% | 15.92 % | 16.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 39,201 EUR | 39,996 EUR | 100.00% | 100.00% |
11/07/2024 | 1.98% | 14.66 % | 14.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 35,626 EUR | 36,340 EUR | 100.00% | 100.00% |
10/07/2024 | 2.01% | 13.42 % | 13.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 33,046 EUR | 33,717 EUR | 100.00% | 100.00% |
09/07/2024 | 2.00% | 12.87 % | 13.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 33,177 EUR | 33,847 EUR | 100.00% | 100.00% |
08/07/2024 | 1.99% | 13.52 % | 13.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 32,720 EUR | 33,377 EUR | 99.67% | 99.67% |
05/07/2024 | 2.01% | 12.73 % | 12.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 31,131 EUR | 31,763 EUR | 100.00% | 100.00% |
04/07/2024 | 2.01% | 12.33 % | 12.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 30,740 EUR | 31,365 EUR | 100.00% | 100.00% |
03/07/2024 | 1.99% | 11.91 % | 12.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 29,053 EUR | 29,636 EUR | 99.67% | 99.67% |
02/07/2024 | 2.00% | 11.51 % | 11.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 28,447 EUR | 29,022 EUR | 100.00% | 100.00% |