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 | 0.96% | 81.97 % | 82.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,126 EUR | 209,126 EUR | 100.00% | 100.00% |
12/07/2024 | 0.95% | 82.95 % | 83.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,326 EUR | 211,326 EUR | 100.00% | 100.00% |
11/07/2024 | 0.95% | 84.31 % | 85.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,575 EUR | 211,575 EUR | 99.99% | 99.99% |
10/07/2024 | 0.96% | 83.50 % | 84.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,129 EUR | 210,129 EUR | 100.00% | 100.00% |
09/07/2024 | 0.97% | 82.37 % | 83.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,942 EUR | 206,942 EUR | 100.00% | 100.00% |
08/07/2024 | 0.98% | 81.53 % | 82.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,864 EUR | 205,864 EUR | 99.70% | 99.70% |
05/07/2024 | 0.98% | 80.89 % | 81.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,897 EUR | 205,897 EUR | 100.00% | 100.00% |
04/07/2024 | 0.97% | 82.12 % | 82.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,609 EUR | 207,609 EUR | 100.00% | 100.00% |
03/07/2024 | 0.96% | 82.28 % | 83.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,516 EUR | 209,516 EUR | 99.05% | 99.05% |
02/07/2024 | 0.92% | 85.97 % | 86.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,211 EUR | 219,211 EUR | 100.00% | 100.00% |