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 | 0.95% | 82.78 % | 83.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,095 EUR | 212,095 EUR | 100.00% | 100.00% |
12/07/2024 | 0.97% | 83.23 % | 84.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,330 EUR | 207,330 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 79.75 % | 80.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,972 EUR | 201,968 EUR | 62.63% | 62.63% |
10/07/2024 | 1.00% | 77.23 % | 78.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,529 EUR | 191,435 EUR | 89.25% | 89.25% |
09/07/2024 | 1.00% | 73.30 % | 74.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,102 EUR | 193,019 EUR | 100.00% | 100.00% |
08/07/2024 | 1.00% | 76.78 % | 77.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,409 EUR | 196,364 EUR | 99.64% | 99.64% |
05/07/2024 | 1.00% | 77.05 % | 77.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,256 EUR | 192,165 EUR | 100.00% | 100.00% |
04/07/2024 | 1.00% | 75.59 % | 76.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,230 EUR | 191,130 EUR | 100.00% | 100.00% |
03/07/2024 | 1.00% | 75.74 % | 76.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,416 EUR | 193,342 EUR | 99.74% | 99.74% |
02/07/2024 | 1.00% | 75.96 % | 76.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,753 EUR | 197,720 EUR | 100.00% | 100.00% |