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 | 1.15% | 60.30 % | 61.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 90,997 EUR | 92,047 EUR | 100.00% | 100.00% |
12/07/2024 | 1.14% | 61.52 % | 62.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,832 EUR | 92,882 EUR | 78.49% | 78.49% |
11/07/2024 | 1.15% | 60.85 % | 61.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,140 EUR | 92,190 EUR | 100.00% | 100.00% |
10/07/2024 | 1.18% | 59.76 % | 60.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 88,577 EUR | 89,627 EUR | 94.73% | 94.73% |
09/07/2024 | 1.18% | 58.55 % | 59.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 88,335 EUR | 89,385 EUR | 97.75% | 97.75% |
08/07/2024 | 1.16% | 59.85 % | 60.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,962 EUR | 91,012 EUR | 99.77% | 99.77% |
05/07/2024 | 1.15% | 59.77 % | 60.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 90,500 EUR | 91,550 EUR | 100.00% | 100.00% |
04/07/2024 | 1.16% | 59.86 % | 60.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,734 EUR | 90,784 EUR | 98.26% | 98.26% |
03/07/2024 | 1.16% | 60.02 % | 60.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,617 EUR | 90,667 EUR | 100.00% | 100.00% |
02/07/2024 | 1.18% | 59.36 % | 60.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 88,398 EUR | 89,448 EUR | 100.00% | 100.00% |