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 | 1.37% | 36.20 % | 36.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,570 EUR | 91,820 EUR | 100.00% | 100.00% |
12/07/2024 | 1.39% | 35.63 % | 36.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 89,483 EUR | 90,733 EUR | 100.00% | 100.00% |
11/07/2024 | 1.46% | 35.63 % | 36.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,921 EUR | 86,171 EUR | 100.00% | 100.00% |
10/07/2024 | 1.48% | 33.76 % | 34.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,804 EUR | 85,054 EUR | 100.00% | 100.00% |
09/07/2024 | 1.44% | 34.51 % | 35.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,436 EUR | 87,686 EUR | 100.00% | 100.00% |
08/07/2024 | 1.40% | 35.43 % | 35.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,818 EUR | 90,068 EUR | 99.67% | 99.67% |
05/07/2024 | 1.37% | 36.27 % | 36.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,804 EUR | 92,054 EUR | 100.00% | 100.00% |
04/07/2024 | 1.37% | 36.21 % | 36.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,416 EUR | 91,666 EUR | 100.00% | 100.00% |
03/07/2024 | 1.43% | 35.55 % | 36.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,915 EUR | 88,165 EUR | 99.86% | 99.86% |
02/07/2024 | 1.47% | 34.65 % | 35.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,383 EUR | 85,633 EUR | 77.71% | 77.71% |