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 | 1.83% | 39.49 % | 40.22 % | 500,000 | 100,000 | 494,917 | 99,047 | 196,498 EUR | 40,035 EUR | 100.00% | 100.00% |
12/07/2024 | 0.61% | 40.79 % | 41.02 % | 500,000 | 100,000 | 494,917 | 99,047 | 200,468 EUR | 40,356 EUR | 100.00% | 100.00% |
11/07/2024 | 1.73% | 39.69 % | 40.42 % | 500,000 | 100,000 | 494,917 | 99,047 | 196,658 EUR | 40,028 EUR | 100.00% | 100.00% |
10/07/2024 | 1.79% | 39.39 % | 39.62 % | 500,000 | 500,000 | 494,917 | 494,917 | 190,027 EUR | 193,357 EUR | 100.00% | 100.00% |
09/07/2024 | 0.98% | 38.49 % | 38.72 % | 500,000 | 500,000 | 494,917 | 494,917 | 190,941 EUR | 192,785 EUR | 100.00% | 100.00% |
08/07/2024 | 0.76% | 39.49 % | 39.72 % | 500,000 | 500,000 | 494,917 | 494,917 | 195,436 EUR | 196,882 EUR | 100.00% | 100.00% |
05/07/2024 | 1.88% | 38.89 % | 39.62 % | 500,000 | 500,000 | 494,916 | 494,916 | 194,796 EUR | 198,412 EUR | 100.00% | 100.00% |
04/07/2024 | 1.90% | 38.99 % | 39.72 % | 500,000 | 500,000 | 494,889 | 494,889 | 192,905 EUR | 196,521 EUR | 99.45% | 99.45% |
03/07/2024 | 1.91% | 39.09 % | 39.82 % | 500,000 | 500,000 | 494,917 | 494,917 | 192,467 EUR | 196,083 EUR | 100.00% | 100.00% |
02/07/2024 | 1.36% | 39.09 % | 39.32 % | 500,000 | 500,000 | 494,755 | 494,755 | 190,448 EUR | 192,940 EUR | 96.95% | 96.95% |