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 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,692 EUR | 480,692 EUR | 100.00% | 100.00% |
12/07/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,792 EUR | 478,792 EUR | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,762 EUR | 470,762 EUR | 100.00% | 100.00% |
10/07/2024 | 0.86% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,512 EUR | 467,512 EUR | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 499,784 | 468,846 EUR | 472,642 EUR | 99.59% | 99.59% |
08/07/2024 | 0.85% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,883 EUR | 473,883 EUR | 100.00% | 100.00% |
05/07/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,693 EUR | 487,693 EUR | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,711 EUR | 482,711 EUR | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,317 EUR | 486,317 EUR | 100.00% | 100.00% |
02/07/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,451 EUR | 482,451 EUR | 100.00% | 100.00% |