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 | 1.01% | 79.00 % | 79.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,960 EUR | 397,960 EUR | 100.00% | 100.00% |
12/07/2024 | 1.22% | 83.20 % | 84.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,970 EUR | 412,970 EUR | 100.00% | 100.00% |
11/07/2024 | 1.29% | 78.50 % | 79.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,522 EUR | 391,522 EUR | 99.98% | 99.98% |
10/07/2024 | 1.04% | 75.80 % | 76.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,305 EUR | 388,305 EUR | 100.00% | 100.00% |
09/07/2024 | 1.01% | 77.90 % | 78.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,843 EUR | 399,843 EUR | 99.58% | 99.58% |
08/07/2024 | 1.22% | 79.90 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,457 EUR | 411,457 EUR | 100.00% | 100.00% |
05/07/2024 | 1.23% | 80.80 % | 81.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,478 EUR | 409,478 EUR | 100.00% | 100.00% |
04/07/2024 | 0.98% | 79.90 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,038 EUR | 410,038 EUR | 99.45% | 99.45% |
03/07/2024 | 0.94% | 84.40 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,479 EUR | 428,479 EUR | 99.99% | 99.99% |
02/07/2024 | 1.21% | 82.50 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,980 EUR | 416,980 EUR | 100.00% | 100.00% |