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 | 0.79% | 109.77 % | 110.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,873 EUR | 66,395 EUR | 100.00% | 100.00% |
12/07/2024 | 0.79% | 109.77 % | 110.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,841 EUR | 66,363 EUR | 100.00% | 100.00% |
11/07/2024 | 0.79% | 109.76 % | 110.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,764 EUR | 66,286 EUR | 100.00% | 100.00% |
10/07/2024 | 0.79% | 109.45 % | 110.32 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,686 EUR | 66,208 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 109.04 % | 109.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,568 EUR | 66,090 EUR | 100.00% | 100.00% |
08/07/2024 | 0.79% | 109.40 % | 110.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,703 EUR | 66,225 EUR | 100.00% | 100.00% |
05/07/2024 | 0.79% | 109.21 % | 110.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,520 EUR | 66,042 EUR | 100.00% | 100.00% |
04/07/2024 | 0.79% | 109.06 % | 109.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,397 EUR | 65,915 EUR | 100.00% | 100.00% |
03/07/2024 | 0.79% | 108.72 % | 109.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 65,240 EUR | 65,756 EUR | 100.00% | 100.00% |
02/07/2024 | 0.79% | 108.30 % | 109.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 64,855 EUR | 65,371 EUR | 99.79% | 99.79% |