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 | 1.52% | 65.50 % | 66.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,329 EUR | 66,329 EUR | 78.31% | 78.31% |
12/07/2024 | 1.44% | 70.95 % | 71.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,064 EUR | 70,064 EUR | 71.86% | 71.86% |
11/07/2024 | 1.55% | 65.40 % | 66.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,132 EUR | 65,132 EUR | 98.58% | 98.58% |
10/07/2024 | 1.57% | 62.45 % | 63.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,178 EUR | 64,178 EUR | 86.67% | 86.67% |
09/07/2024 | 1.52% | 64.10 % | 65.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,279 EUR | 66,279 EUR | 99.19% | 99.19% |
08/07/2024 | 1.46% | 66.50 % | 67.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,995 EUR | 68,995 EUR | 98.38% | 98.38% |
05/07/2024 | 1.47% | 67.60 % | 68.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,661 EUR | 68,661 EUR | 98.52% | 98.52% |
04/07/2024 | 1.48% | 66.05 % | 67.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,145 EUR | 68,145 EUR | 92.46% | 92.46% |
03/07/2024 | 1.39% | 71.15 % | 72.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,369 EUR | 72,369 EUR | 97.62% | 97.62% |
02/07/2024 | 1.44% | 69.10 % | 70.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,905 EUR | 69,905 EUR | 100.00% | 100.00% |