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 | 0.75% | 79.49 % | 80.09 % | 251,000 | 249,000 | 249,478 | 247,634 | 199,573 EUR | 199,597 EUR | 99.98% | 99.98% |
12/07/2024 | 0.75% | 81.28 % | 81.89 % | 246,000 | 244,000 | 247,381 | 245,534 | 199,577 EUR | 199,584 EUR | 99.99% | 99.99% |
11/07/2024 | 0.75% | 80.15 % | 80.76 % | 249,000 | 247,000 | 249,464 | 247,599 | 199,582 EUR | 199,587 EUR | 99.96% | 99.96% |
10/07/2024 | 0.76% | 77.80 % | 78.40 % | 195,000 | 150,000 | 253,177 | 207,962 | 195,978 EUR | 162,030 EUR | 100.00% | 100.00% |
09/07/2024 | 0.75% | 76.62 % | 77.19 % | 261,000 | 259,000 | 258,720 | 256,795 | 199,629 EUR | 199,635 EUR | 100.00% | 100.00% |
08/07/2024 | 0.75% | 78.64 % | 79.23 % | 254,000 | 252,000 | 253,228 | 251,322 | 199,639 EUR | 199,619 EUR | 99.99% | 99.99% |
05/07/2024 | 0.75% | 78.64 % | 79.23 % | 254,000 | 252,000 | 251,261 | 249,433 | 199,626 EUR | 199,664 EUR | 100.00% | 100.00% |
04/07/2024 | 0.75% | 78.67 % | 79.26 % | 254,000 | 252,000 | 253,609 | 251,709 | 199,596 EUR | 199,586 EUR | 100.00% | 100.00% |
03/07/2024 | 0.75% | 78.88 % | 79.47 % | 253,000 | 251,000 | 254,089 | 252,194 | 199,618 EUR | 199,617 EUR | 100.00% | 100.00% |
02/07/2024 | 0.75% | 77.95 % | 78.54 % | 256,000 | 254,000 | 256,902 | 254,960 | 199,614 EUR | 199,597 EUR | 100.00% | 100.00% |