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 | 0.67% | 104.28 % | 104.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,424 EUR | 157,474 EUR | 100.00% | 100.00% |
12/07/2024 | 0.67% | 104.25 % | 104.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,327 EUR | 157,377 EUR | 78.49% | 78.49% |
11/07/2024 | 0.67% | 104.13 % | 104.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,209 EUR | 157,259 EUR | 100.00% | 100.00% |
10/07/2024 | 0.67% | 103.99 % | 104.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,934 EUR | 156,984 EUR | 94.73% | 94.73% |
09/07/2024 | 0.67% | 103.81 % | 104.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,054 EUR | 157,104 EUR | 97.75% | 97.75% |
08/07/2024 | 0.67% | 104.02 % | 104.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,098 EUR | 157,148 EUR | 99.77% | 99.77% |
05/07/2024 | 0.67% | 103.83 % | 104.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,783 EUR | 156,833 EUR | 100.00% | 100.00% |
04/07/2024 | 0.67% | 103.94 % | 104.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,868 EUR | 156,918 EUR | 98.27% | 98.27% |
03/07/2024 | 0.67% | 103.65 % | 104.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,560 EUR | 156,610 EUR | 100.00% | 100.00% |
02/07/2024 | 0.67% | 103.61 % | 104.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,731 EUR | 156,781 EUR | 100.00% | 100.00% |