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 | 0.75% | 99.34 % | 100.09 % | 150,000 | 149,000 | 150,128 | 149,071 | 149,250 EUR | 149,317 EUR | 99.96% | 99.96% |
12/07/2024 | 0.75% | 99.34 % | 100.09 % | 150,000 | 149,000 | 150,974 | 149,868 | 149,460 EUR | 149,488 EUR | 100.00% | 100.00% |
11/07/2024 | 0.75% | 98.94 % | 99.69 % | 151,000 | 150,000 | 150,949 | 149,595 | 149,770 EUR | 149,549 EUR | 99.99% | 99.99% |
10/07/2024 | 0.75% | 99.15 % | 99.90 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,545 EUR | 149,679 EUR | 100.00% | 100.00% |
09/07/2024 | 0.75% | 98.93 % | 99.68 % | 151,000 | 150,000 | 150,795 | 149,443 | 149,626 EUR | 149,405 EUR | 99.99% | 99.99% |
08/07/2024 | 0.76% | 98.99 % | 99.74 % | 151,000 | 150,000 | 151,003 | 150,003 | 149,349 EUR | 149,485 EUR | 100.00% | 100.00% |
05/07/2024 | 0.76% | 98.59 % | 99.34 % | 152,000 | 150,000 | 152,000 | 150,985 | 149,486 EUR | 149,619 EUR | 99.99% | 99.99% |
04/07/2024 | 0.74% | 98.24 % | 98.97 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,315 EUR | 149,435 EUR | 100.00% | 100.00% |
03/07/2024 | 0.74% | 98.04 % | 98.77 % | 152,000 | 151,000 | 152,094 | 151,009 | 149,206 EUR | 149,244 EUR | 100.00% | 100.00% |
02/07/2024 | 0.75% | 97.69 % | 98.42 % | 153,000 | 152,000 | 153,079 | 152,000 | 149,211 EUR | 149,269 EUR | 100.00% | 100.00% |