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 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,692 EUR | 483,692 EUR | 100.00% | 100.00% |
12/07/2024 | 1.04% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,009 EUR | 484,009 EUR | 100.00% | 100.00% |
11/07/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,962 EUR | 483,962 EUR | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,121 EUR | 485,121 EUR | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,505 EUR | 485,505 EUR | 99.59% | 99.59% |
08/07/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,577 EUR | 487,577 EUR | 100.00% | 100.00% |
05/07/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,038 EUR | 485,038 EUR | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,329 EUR | 480,329 EUR | 99.45% | 99.45% |
03/07/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,747 EUR | 477,747 EUR | 100.00% | 100.00% |
02/07/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,455 EUR | 471,455 EUR | 100.00% | 100.00% |