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 | 0.84% | 82.42 % | 83.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 123,814 EUR | 124,864 EUR | 97.53% | 97.53% |
12/07/2024 | 0.82% | 87.11 % | 87.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,269 EUR | 129,319 EUR | 72.74% | 72.74% |
11/07/2024 | 0.85% | 82.69 % | 83.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 122,299 EUR | 123,349 EUR | 96.91% | 96.91% |
10/07/2024 | 0.86% | 79.99 % | 80.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 121,044 EUR | 122,094 EUR | 94.73% | 94.73% |
09/07/2024 | 0.84% | 81.83 % | 82.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,188 EUR | 125,238 EUR | 97.75% | 97.75% |
08/07/2024 | 0.82% | 83.77 % | 84.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 127,509 EUR | 128,559 EUR | 99.77% | 99.77% |
05/07/2024 | 0.82% | 84.26 % | 84.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,791 EUR | 127,841 EUR | 98.39% | 98.39% |
04/07/2024 | 0.82% | 83.49 % | 84.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 127,110 EUR | 128,160 EUR | 97.47% | 97.47% |
03/07/2024 | 0.79% | 87.65 % | 88.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,054 EUR | 133,104 EUR | 97.41% | 97.41% |
02/07/2024 | 0.81% | 86.40 % | 87.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,344 EUR | 130,394 EUR | 100.00% | 100.00% |