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% | 96.13 % | 96.86 % | 114,000 | 113,000 | 113,261 | 112,736 | 109,282 EUR | 109,598 EUR | 100.00% | 100.00% |
12/07/2024 | 0.76% | 96.53 % | 97.26 % | 113,000 | 108,000 | 113,867 | 109,096 | 109,644 EUR | 105,848 EUR | 99.99% | 99.99% |
11/07/2024 | 0.75% | 96.06 % | 96.79 % | 114,000 | 113,000 | 114,376 | 113,508 | 109,510 EUR | 109,499 EUR | 99.95% | 99.95% |
10/07/2024 | 0.75% | 95.87 % | 96.60 % | 114,000 | 113,000 | 114,751 | 113,846 | 109,646 EUR | 109,595 EUR | 100.00% | 100.00% |
09/07/2024 | 0.75% | 94.72 % | 95.43 % | 116,000 | 115,000 | 115,853 | 114,902 | 109,704 EUR | 109,619 EUR | 99.98% | 99.98% |
08/07/2024 | 0.74% | 95.07 % | 95.78 % | 115,000 | 114,000 | 114,987 | 114,068 | 109,460 EUR | 109,396 EUR | 100.00% | 100.00% |
05/07/2024 | 0.75% | 95.15 % | 95.86 % | 115,000 | 114,000 | 115,323 | 114,690 | 109,409 EUR | 109,623 EUR | 99.99% | 99.99% |
04/07/2024 | 0.75% | 94.94 % | 95.65 % | 115,000 | 115,000 | 115,632 | 114,742 | 109,713 EUR | 109,683 EUR | 100.00% | 100.00% |
03/07/2024 | 0.75% | 94.61 % | 95.32 % | 116,000 | 115,000 | 116,732 | 115,752 | 109,661 EUR | 109,563 EUR | 99.99% | 99.99% |
02/07/2024 | 0.76% | 93.83 % | 94.54 % | 117,000 | 116,000 | 117,066 | 116,400 | 109,446 EUR | 109,650 EUR | 100.00% | 100.00% |