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% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,381 EUR | 492,381 EUR | 99.72% | 99.72% |
12/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,682 EUR | 490,682 EUR | 100.00% | 100.00% |
11/07/2024 | 0.83% | 97.10 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,554 EUR | 488,597 EUR | 100.00% | 100.00% |
10/07/2024 | 0.83% | 97.80 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,750 EUR | 492,800 EUR | 100.00% | 100.00% |
09/07/2024 | 0.84% | 96.70 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,421 EUR | 486,471 EUR | 99.59% | 99.59% |
08/07/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,476 EUR | 487,476 EUR | 99.99% | 99.99% |
05/07/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,309 EUR | 487,309 EUR | 100.00% | 100.00% |
04/07/2024 | 0.85% | 95.20 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,977 EUR | 479,027 EUR | 99.45% | 99.45% |
03/07/2024 | 0.85% | 94.90 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,889 EUR | 479,939 EUR | 100.00% | 100.00% |
02/07/2024 | 1.07% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,708 EUR | 470,708 EUR | 100.00% | 100.00% |