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 | 0.87% | 56.72 % | 57.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 285,184 EUR | 287,684 EUR | 100.00% | 100.00% |
12/07/2024 | 0.86% | 57.87 % | 58.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,812 EUR | 290,312 EUR | 78.76% | 78.76% |
11/07/2024 | 0.87% | 57.14 % | 57.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 285,232 EUR | 287,732 EUR | 99.99% | 99.99% |
10/07/2024 | 0.90% | 56.08 % | 56.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 276,826 EUR | 279,326 EUR | 94.72% | 94.72% |
09/07/2024 | 0.90% | 54.82 % | 55.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 275,860 EUR | 278,360 EUR | 97.76% | 97.76% |
08/07/2024 | 0.88% | 56.16 % | 56.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 281,372 EUR | 283,872 EUR | 99.76% | 99.76% |
05/07/2024 | 0.88% | 56.11 % | 56.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 283,397 EUR | 285,897 EUR | 99.98% | 99.98% |
04/07/2024 | 0.89% | 56.21 % | 56.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 280,909 EUR | 283,409 EUR | 98.25% | 98.25% |
03/07/2024 | 0.89% | 56.37 % | 56.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 280,485 EUR | 282,985 EUR | 100.00% | 100.00% |
02/07/2024 | 0.90% | 55.69 % | 56.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 276,395 EUR | 278,895 EUR | 100.00% | 100.00% |