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 | 1.31% | 76.60 % | 77.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,936 EUR | 76,936 EUR | 98.49% | 98.49% |
12/07/2024 | 1.29% | 77.10 % | 78.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,951 EUR | 77,951 EUR | 81.94% | 81.94% |
11/07/2024 | 1.31% | 76.30 % | 77.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,778 EUR | 76,778 EUR | 98.43% | 98.43% |
10/07/2024 | 1.31% | 75.70 % | 76.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,613 EUR | 76,613 EUR | 86.91% | 86.91% |
09/07/2024 | 1.31% | 75.35 % | 76.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,628 EUR | 76,628 EUR | 99.19% | 99.19% |
08/07/2024 | 1.29% | 77.25 % | 78.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,816 EUR | 77,816 EUR | 98.38% | 98.38% |
05/07/2024 | 1.26% | 78.25 % | 79.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,672 EUR | 79,672 EUR | 98.52% | 98.52% |
04/07/2024 | 1.27% | 78.65 % | 79.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,165 EUR | 79,165 EUR | 96.98% | 96.98% |
03/07/2024 | 1.26% | 78.65 % | 79.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,883 EUR | 79,883 EUR | 73.92% | 73.92% |
02/07/2024 | 1.30% | 76.55 % | 77.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,387 EUR | 77,387 EUR | 100.00% | 100.00% |