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 | 0.78% | 63.23 % | 63.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 319,760 EUR | 322,260 EUR | 100.00% | 100.00% |
12/07/2024 | 0.75% | 66.83 % | 67.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 331,383 EUR | 333,883 EUR | 73.40% | 73.40% |
11/07/2024 | 0.77% | 65.04 % | 65.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 322,606 EUR | 325,106 EUR | 99.99% | 99.99% |
10/07/2024 | 0.79% | 64.36 % | 64.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 317,161 EUR | 319,661 EUR | 94.72% | 94.72% |
09/07/2024 | 0.78% | 63.09 % | 63.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 318,796 EUR | 321,296 EUR | 97.75% | 97.75% |
08/07/2024 | 0.77% | 64.03 % | 64.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 323,783 EUR | 326,283 EUR | 99.78% | 99.78% |
05/07/2024 | 0.75% | 65.79 % | 66.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 332,215 EUR | 334,715 EUR | 100.00% | 100.00% |
04/07/2024 | 0.76% | 66.00 % | 66.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 328,198 EUR | 330,698 EUR | 98.27% | 98.27% |
03/07/2024 | 0.76% | 65.16 % | 65.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 326,267 EUR | 328,767 EUR | 100.00% | 100.00% |
02/07/2024 | 0.76% | 64.94 % | 65.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 325,817 EUR | 328,317 EUR | 100.00% | 100.00% |