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 | 6.12% | 84.00 % | 89.00 % | 250,000 | 250,000 | 247,479 | 247,479 | 205,597 EUR | 218,451 EUR | 100.00% | 100.00% |
12/07/2024 | 5.84% | 86.10 % | 88.50 % | 500,000 | 500,000 | 251,653 | 251,653 | 209,744 EUR | 222,116 EUR | 100.00% | 100.00% |
11/07/2024 | 4.39% | 84.60 % | 89.20 % | 250,000 | 250,000 | 334,157 | 334,157 | 285,815 EUR | 297,032 EUR | 100.00% | 100.00% |
10/07/2024 | 2.54% | 87.30 % | 89.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 433,844 EUR | 444,774 EUR | 100.00% | 100.00% |
09/07/2024 | 2.43% | 87.60 % | 89.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 436,879 EUR | 447,402 EUR | 100.00% | 100.00% |
08/07/2024 | 2.30% | 88.60 % | 90.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 441,102 EUR | 451,140 EUR | 100.00% | 100.00% |
05/07/2024 | 2.43% | 88.30 % | 90.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 437,180 EUR | 447,693 EUR | 100.00% | 100.00% |
04/07/2024 | 2.55% | 87.70 % | 89.80 % | 500,000 | 500,000 | 494,942 | 494,942 | 431,042 EUR | 441,937 EUR | 99.45% | 99.45% |
03/07/2024 | 3.61% | 87.20 % | 89.40 % | 500,000 | 500,000 | 415,510 | 415,510 | 357,789 EUR | 369,290 EUR | 100.00% | 100.00% |
02/07/2024 | 6.08% | 82.75 % | 87.95 % | 250,000 | 250,000 | 247,479 | 247,479 | 204,721 EUR | 217,434 EUR | 100.00% | 100.00% |