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% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,675 EUR | 474,675 EUR | 99.99% | 99.99% |
12/07/2024 | 1.04% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,792 EUR | 483,792 EUR | 100.00% | 100.00% |
11/07/2024 | 1.06% | 94.30 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,828 EUR | 473,828 EUR | 100.00% | 100.00% |
10/07/2024 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,581 EUR | 470,581 EUR | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,956 EUR | 474,956 EUR | 99.58% | 99.58% |
08/07/2024 | 1.04% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,571 EUR | 482,571 EUR | 100.00% | 100.00% |
05/07/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,652 EUR | 482,652 EUR | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,909 EUR | 480,909 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,962 EUR | 492,962 EUR | 100.00% | 100.00% |
02/07/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,528 EUR | 484,528 EUR | 100.00% | 100.00% |