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 | 0.85% | 88.00 % | 88.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 440,363 EUR | 444,017 EUR | 100.00% | 100.00% |
12/07/2024 | 0.45% | 90.10 % | 90.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 442,791 EUR | 444,728 EUR | 100.00% | 100.00% |
11/07/2024 | 0.70% | 89.20 % | 89.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 440,888 EUR | 443,836 EUR | 100.00% | 100.00% |
10/07/2024 | 1.21% | 86.90 % | 87.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 423,515 EUR | 428,549 EUR | 100.00% | 100.00% |
09/07/2024 | 1.19% | 85.10 % | 86.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 422,520 EUR | 427,476 EUR | 100.00% | 100.00% |
08/07/2024 | 1.06% | 87.10 % | 88.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 431,695 EUR | 436,172 EUR | 100.00% | 100.00% |
05/07/2024 | 0.87% | 87.20 % | 88.10 % | 500,000 | 500,000 | 495,207 | 495,207 | 437,228 EUR | 440,953 EUR | 100.00% | 100.00% |
04/07/2024 | 1.06% | 86.60 % | 87.50 % | 500,000 | 500,000 | 494,942 | 494,942 | 428,834 EUR | 433,294 EUR | 99.45% | 99.45% |
03/07/2024 | 1.09% | 86.80 % | 87.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 428,044 EUR | 432,630 EUR | 100.00% | 100.00% |
02/07/2024 | 1.23% | 85.80 % | 86.80 % | 500,000 | 500,000 | 494,810 | 494,810 | 421,620 EUR | 426,698 EUR | 96.95% | 96.95% |