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 | 0.72% | 110.10 % | 110.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,500 EUR | 554,500 EUR | 100.00% | 100.00% |
12/07/2024 | 0.91% | 109.90 % | 110.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,024 EUR | 554,024 EUR | 100.00% | 100.00% |
11/07/2024 | 0.91% | 109.90 % | 110.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,076 EUR | 554,076 EUR | 100.00% | 100.00% |
10/07/2024 | 0.73% | 110.00 % | 110.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,489 EUR | 553,489 EUR | 100.00% | 100.00% |
09/07/2024 | 0.73% | 109.70 % | 110.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,086 EUR | 553,086 EUR | 99.59% | 99.59% |
08/07/2024 | 0.91% | 109.70 % | 110.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,492 EUR | 553,492 EUR | 100.00% | 100.00% |
05/07/2024 | 0.91% | 109.50 % | 110.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,781 EUR | 552,781 EUR | 100.00% | 100.00% |
04/07/2024 | 0.73% | 109.60 % | 110.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,000 EUR | 552,000 EUR | 99.46% | 99.46% |
03/07/2024 | 0.73% | 109.60 % | 110.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,578 EUR | 551,578 EUR | 100.00% | 100.00% |
02/07/2024 | 0.91% | 109.10 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,498 EUR | 550,498 EUR | 100.00% | 100.00% |