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 | 0.59% | 101.20 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,286 EUR | 101,857 EUR | 100.00% | 100.00% |
12/07/2024 | 0.60% | 100.60 % | 101.20 % | 500,000 | 100,000 | 500,000 | 98,745 | 502,406 EUR | 99,814 EUR | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,999 EUR | 100,600 EUR | 100.00% | 100.00% |
10/07/2024 | - | 99.30 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
09/07/2024 | - | 98.20 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
08/07/2024 | - | 97.10 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.11% |
05/07/2024 | 2.19% | 92.50 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,318 EUR | 474,613 EUR | 100.00% | 100.00% |
04/07/2024 | - | 90.40 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.45% |
03/07/2024 | 2.10% | 91.10 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,964 EUR | 469,723 EUR | 100.00% | 100.00% |
02/07/2024 | 1.87% | 91.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,704 EUR | 474,515 EUR | 100.00% | 100.00% |