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 | 0.90% | 88.80 % | 89.60 % | 500,000 | 500,000 | 148,274 | 148,274 | 131,446 EUR | 132,632 EUR | 100.00% | 100.00% |
12/07/2024 | 1.12% | 90.00 % | 91.00 % | 500,000 | 500,000 | 148,182 | 148,182 | 132,122 EUR | 133,604 EUR | 100.00% | 100.00% |
11/07/2024 | 1.13% | 88.20 % | 89.20 % | 500,000 | 500,000 | 148,192 | 148,192 | 130,210 EUR | 131,692 EUR | 100.00% | 100.00% |
10/07/2024 | 0.90% | 88.00 % | 88.80 % | 500,000 | 500,000 | 148,208 | 148,208 | 130,632 EUR | 131,818 EUR | 100.00% | 100.00% |
09/07/2024 | 0.90% | 88.10 % | 88.90 % | 500,000 | 500,000 | 146,742 | 146,742 | 129,332 EUR | 130,506 EUR | 99.58% | 99.58% |
08/07/2024 | 1.10% | 89.10 % | 90.10 % | 500,000 | 500,000 | 148,260 | 148,260 | 133,097 EUR | 134,579 EUR | 100.00% | 100.00% |
05/07/2024 | 1.10% | 90.40 % | 91.40 % | 500,000 | 500,000 | 148,231 | 148,231 | 133,699 EUR | 135,181 EUR | 100.00% | 100.00% |
04/07/2024 | 0.89% | 89.30 % | 90.10 % | 50,000 | 50,000 | 49,914 | 49,914 | 44,705 EUR | 45,105 EUR | 99.45% | 99.45% |
03/07/2024 | 0.89% | 90.00 % | 90.80 % | 500,000 | 500,000 | 148,250 | 148,250 | 133,007 EUR | 134,193 EUR | 100.00% | 100.00% |
02/07/2024 | 1.11% | 89.40 % | 90.40 % | 500,000 | 500,000 | 148,349 | 148,349 | 132,649 EUR | 134,133 EUR | 100.00% | 100.00% |