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 | 0.79% | 100.80 % | 101.60 % | 50,000 | 50,000 | 486,226 | 486,226 | 490,116 EUR | 494,006 EUR | 98.86% | 98.86% |
12/07/2024 | 0.99% | 100.60 % | 101.60 % | 50,000 | 50,000 | 486,571 | 486,571 | 489,490 EUR | 494,356 EUR | 98.78% | 98.78% |
11/07/2024 | 0.99% | 100.60 % | 101.60 % | 50,000 | 50,000 | 486,486 | 486,486 | 489,405 EUR | 494,270 EUR | 98.80% | 98.80% |
10/07/2024 | 0.79% | 100.70 % | 101.50 % | 50,000 | 50,000 | 487,924 | 487,924 | 491,340 EUR | 495,243 EUR | 98.48% | 98.48% |
09/07/2024 | 0.79% | 100.70 % | 101.50 % | 50,000 | 50,000 | 486,052 | 486,052 | 489,454 EUR | 493,343 EUR | 98.90% | 98.90% |
08/07/2024 | 0.79% | 100.70 % | 101.50 % | 50,000 | 50,000 | 486,513 | 486,513 | 489,919 EUR | 493,811 EUR | 98.79% | 98.79% |
05/07/2024 | 0.99% | 100.60 % | 101.60 % | 50,000 | 50,000 | 489,378 | 489,378 | 492,314 EUR | 497,208 EUR | 98.15% | 98.15% |
04/07/2024 | 0.79% | 100.70 % | 101.50 % | 50,000 | 50,000 | 490,767 | 490,767 | 494,203 EUR | 498,129 EUR | 97.28% | 97.28% |
03/07/2024 | 0.79% | 100.60 % | 101.40 % | 50,000 | 50,000 | 488,299 | 488,299 | 491,229 EUR | 495,136 EUR | 98.39% | 98.39% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 50,000 | 50,000 | 485,986 | 485,986 | 488,416 EUR | 493,276 EUR | 98.91% | 98.91% |