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 | 0.92% | 53.56 % | 54.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 269,366 EUR | 271,866 EUR | 100.00% | 100.00% |
12/07/2024 | 0.91% | 54.71 % | 55.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 272,047 EUR | 274,547 EUR | 78.76% | 78.76% |
11/07/2024 | 0.92% | 54.01 % | 54.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 269,520 EUR | 272,020 EUR | 100.00% | 100.00% |
10/07/2024 | 0.95% | 52.93 % | 53.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 261,103 EUR | 263,604 EUR | 94.72% | 94.72% |
09/07/2024 | 0.96% | 51.69 % | 52.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 260,212 EUR | 262,712 EUR | 97.77% | 97.77% |
08/07/2024 | 0.94% | 53.02 % | 53.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 265,693 EUR | 268,193 EUR | 99.77% | 99.77% |
05/07/2024 | 0.93% | 52.98 % | 53.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 267,685 EUR | 270,185 EUR | 99.99% | 99.99% |
04/07/2024 | 0.94% | 53.07 % | 53.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 265,211 EUR | 267,711 EUR | 98.27% | 98.27% |
03/07/2024 | 0.94% | 53.23 % | 53.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 264,786 EUR | 267,286 EUR | 100.00% | 100.00% |
02/07/2024 | 0.95% | 52.59 % | 53.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 260,799 EUR | 263,299 EUR | 100.00% | 100.00% |