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 | 0.96% | 79.20 % | 83.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,443 EUR | 418,443 EUR | 1.78% | 100.00% |
12/07/2024 | 1.17% | 86.40 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,691 EUR | 428,691 EUR | 100.00% | 100.00% |
11/07/2024 | 1.24% | 81.50 % | 82.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,908 EUR | 406,908 EUR | 99.99% | 99.99% |
10/07/2024 | 1.00% | 78.90 % | 79.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,956 EUR | 401,956 EUR | 100.00% | 100.00% |
09/07/2024 | 0.97% | 81.00 % | 81.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,884 EUR | 414,884 EUR | 99.59% | 99.59% |
08/07/2024 | 1.17% | 83.50 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,550 EUR | 428,550 EUR | 100.00% | 100.00% |
05/07/2024 | 1.18% | 84.30 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,367 EUR | 427,367 EUR | 100.00% | 100.00% |
04/07/2024 | 0.94% | 83.60 % | 84.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,273 EUR | 428,273 EUR | 99.45% | 99.45% |
03/07/2024 | 0.90% | 87.90 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,648 EUR | 445,648 EUR | 100.00% | 100.00% |
02/07/2024 | 1.16% | 86.00 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,801 EUR | 434,801 EUR | 100.00% | 100.00% |