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 | 0.97% | 85.20 % | 87.10 % | 50,000 | 50,000 | 486,226 | 486,226 | 416,827 EUR | 420,733 EUR | 98.86% | 98.86% |
12/07/2024 | 0.95% | 87.60 % | 89.50 % | 50,000 | 50,000 | 485,666 | 485,336 | 424,027 EUR | 427,639 EUR | 98.98% | 98.98% |
11/07/2024 | 0.96% | 86.90 % | 88.80 % | 50,000 | 50,000 | 486,486 | 486,486 | 421,020 EUR | 424,928 EUR | 98.80% | 98.80% |
10/07/2024 | 0.72% | 87.00 % | 88.70 % | 50,000 | 50,000 | 487,924 | 487,924 | 423,406 EUR | 426,348 EUR | 98.48% | 98.48% |
09/07/2024 | 0.95% | 86.70 % | 88.50 % | 50,000 | 50,000 | 486,052 | 486,052 | 423,608 EUR | 427,513 EUR | 98.90% | 98.90% |
08/07/2024 | 0.94% | 87.50 % | 89.30 % | 50,000 | 50,000 | 485,617 | 485,617 | 427,392 EUR | 431,294 EUR | 98.99% | 98.99% |
05/07/2024 | 0.94% | 87.60 % | 89.40 % | 50,000 | 50,000 | 489,378 | 489,378 | 427,249 EUR | 431,177 EUR | 98.15% | 98.15% |
04/07/2024 | 0.93% | 87.90 % | 89.80 % | 50,000 | 50,000 | 490,887 | 490,887 | 430,704 EUR | 434,643 EUR | 97.26% | 97.26% |
03/07/2024 | 0.96% | 87.80 % | 89.70 % | 50,000 | 50,000 | 486,442 | 486,442 | 419,185 EUR | 423,093 EUR | 98.81% | 98.81% |
02/07/2024 | 0.91% | 86.80 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,839 EUR | 440,839 EUR | 95.83% | 95.83% |