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 | 0.88% | 90.30 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,161 EUR | 455,161 EUR | 100.00% | 100.00% |
12/07/2024 | 1.08% | 92.50 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,120 EUR | 464,120 EUR | 100.00% | 100.00% |
11/07/2024 | 1.11% | 90.40 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,488 EUR | 453,488 EUR | 99.99% | 99.99% |
10/07/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,646 EUR | 452,646 EUR | 100.00% | 100.00% |
09/07/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,123 EUR | 456,123 EUR | 99.59% | 99.59% |
08/07/2024 | 1.09% | 90.60 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,479 EUR | 461,479 EUR | 100.00% | 100.00% |
05/07/2024 | 1.09% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,475 EUR | 462,475 EUR | 100.00% | 100.00% |
04/07/2024 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,156 EUR | 461,156 EUR | 99.45% | 99.45% |
03/07/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,473 EUR | 470,473 EUR | 100.00% | 100.00% |
02/07/2024 | 1.09% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,248 EUR | 463,248 EUR | 100.00% | 100.00% |