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 | 1.15% | 86.75 % | 87.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,664 EUR | 87,664 EUR | 98.49% | 98.49% |
12/07/2024 | 1.12% | 90.15 % | 91.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,048 EUR | 90,048 EUR | 81.80% | 81.80% |
11/07/2024 | 1.15% | 86.95 % | 87.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,153 EUR | 87,153 EUR | 98.47% | 98.47% |
10/07/2024 | 1.16% | 85.10 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,512 EUR | 86,512 EUR | 59.57% | 59.57% |
09/07/2024 | 1.14% | 86.20 % | 87.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,024 EUR | 88,024 EUR | 99.18% | 99.18% |
08/07/2024 | 1.12% | 87.60 % | 88.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,499 EUR | 89,499 EUR | 98.37% | 98.37% |
05/07/2024 | 1.12% | 88.50 % | 89.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,479 EUR | 89,479 EUR | 98.52% | 98.52% |
04/07/2024 | 1.12% | 87.70 % | 88.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,629 EUR | 89,629 EUR | 96.97% | 96.97% |
03/07/2024 | 1.09% | 91.05 % | 92.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,300 EUR | 92,300 EUR | 97.61% | 97.61% |
02/07/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,798 EUR | 90,798 EUR | 100.00% | 100.00% |