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 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,320 EUR | 98,320 EUR | 98.48% | 98.48% |
12/07/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,311 EUR | 98,311 EUR | 81.97% | 81.97% |
11/07/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,963 EUR | 97,963 EUR | 98.59% | 98.59% |
10/07/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,716 EUR | 97,716 EUR | 86.90% | 86.90% |
09/07/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,518 EUR | 97,518 EUR | 99.20% | 99.20% |
08/07/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,661 EUR | 97,661 EUR | 98.38% | 98.38% |
05/07/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,875 EUR | 97,875 EUR | 98.52% | 98.52% |
04/07/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,685 EUR | 97,685 EUR | 96.99% | 96.99% |
03/07/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,551 EUR | 97,551 EUR | 97.62% | 97.62% |
02/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,713 EUR | 96,713 EUR | 100.00% | 100.00% |