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 | 0.82% | 98.10 % | 98.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 486,576 EUR | 98,115 EUR | 100.00% | 100.00% |
12/07/2024 | 1.03% | 98.00 % | 99.00 % | 500,000 | 500,000 | 499,477 | 499,477 | 481,798 EUR | 486,794 EUR | 100.00% | 100.00% |
11/07/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,262 EUR | 491,262 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,062 EUR | 494,062 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,894 EUR | 492,894 EUR | 99.59% | 99.59% |
08/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,025 EUR | 495,025 EUR | 100.00% | 100.00% |
05/07/2024 | - | 97.10 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
04/07/2024 | - | 95.60 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.45% |
03/07/2024 | - | 95.60 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
02/07/2024 | - | 91.90 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |