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 | 2.69% | 89.20 % | 91.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 436,629 EUR | 448,277 EUR | 100.00% | 100.00% |
12/07/2024 | 2.63% | 90.40 % | 92.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 437,327 EUR | 448,731 EUR | 100.00% | 100.00% |
11/07/2024 | 2.37% | 89.30 % | 91.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 443,205 EUR | 453,587 EUR | 100.00% | 100.00% |
10/07/2024 | 1.09% | 90.50 % | 92.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 454,024 EUR | 458,892 EUR | 100.00% | 100.00% |
09/07/2024 | 0.93% | 91.70 % | 92.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 455,952 EUR | 460,127 EUR | 100.00% | 100.00% |
08/07/2024 | 0.88% | 92.00 % | 92.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 457,777 EUR | 461,742 EUR | 100.00% | 100.00% |
05/07/2024 | 0.89% | 91.60 % | 92.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 452,680 EUR | 456,645 EUR | 100.00% | 100.00% |
04/07/2024 | 1.61% | 91.50 % | 92.30 % | 500,000 | 500,000 | 494,942 | 494,942 | 446,483 EUR | 453,478 EUR | 99.45% | 99.45% |
03/07/2024 | 2.23% | 90.70 % | 91.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 438,792 EUR | 448,476 EUR | 100.00% | 100.00% |
02/07/2024 | 2.79% | 86.10 % | 88.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 425,467 EUR | 437,246 EUR | 100.00% | 100.00% |