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 | 1.03% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,142 EUR | 487,142 EUR | 100.00% | 100.00% |
12/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,971 EUR | 490,971 EUR | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,198 EUR | 487,198 EUR | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,969 EUR | 482,969 EUR | 100.00% | 100.00% |
09/07/2024 | 1.04% | 95.10 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,888 EUR | 483,888 EUR | 99.59% | 99.59% |
08/07/2024 | 1.04% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,312 EUR | 482,312 EUR | 100.00% | 100.00% |
05/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,885 EUR | 485,885 EUR | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,307 EUR | 484,307 EUR | 99.46% | 99.46% |
03/07/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,980 EUR | 486,980 EUR | 100.00% | 100.00% |
02/07/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,358 EUR | 484,358 EUR | 100.00% | 100.00% |