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 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,772 EUR | 503,772 EUR | 99.73% | 99.73% |
12/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,493 EUR | 501,493 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,627 EUR | 497,627 EUR | 100.00% | 100.00% |
10/07/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,667 EUR | 497,667 EUR | 100.00% | 100.00% |
09/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,374 EUR | 492,374 EUR | 99.59% | 99.59% |
08/07/2024 | - | 97.20 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
05/07/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,614 EUR | 494,614 EUR | 100.00% | 100.00% |
04/07/2024 | - | 96.70 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.45% |
03/07/2024 | - | 96.60 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
02/07/2024 | - | 96.10 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |