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 | 0.91% | 54.16 % | 54.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 272,338 EUR | 274,838 EUR | 100.00% | 100.00% |
12/07/2024 | 0.91% | 55.27 % | 55.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 274,891 EUR | 277,391 EUR | 78.49% | 78.49% |
11/07/2024 | 0.91% | 54.57 % | 55.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 272,404 EUR | 274,904 EUR | 100.00% | 100.00% |
10/07/2024 | 0.94% | 53.55 % | 54.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 264,276 EUR | 266,776 EUR | 94.72% | 94.72% |
09/07/2024 | 0.94% | 52.33 % | 52.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 263,342 EUR | 265,842 EUR | 97.75% | 97.75% |
08/07/2024 | 0.93% | 53.62 % | 54.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 268,673 EUR | 271,173 EUR | 99.79% | 99.79% |
05/07/2024 | 0.92% | 53.58 % | 54.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 270,636 EUR | 273,136 EUR | 99.97% | 99.97% |
04/07/2024 | 0.93% | 53.67 % | 54.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 268,226 EUR | 270,726 EUR | 98.26% | 98.26% |
03/07/2024 | 0.93% | 53.83 % | 54.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 267,818 EUR | 270,318 EUR | 100.00% | 100.00% |
02/07/2024 | 0.94% | 53.17 % | 53.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 263,878 EUR | 266,378 EUR | 100.00% | 100.00% |