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 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,079 EUR | 478,079 EUR | 100.00% | 100.00% |
12/07/2024 | 1.06% | 94.30 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,386 EUR | 475,386 EUR | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,265 EUR | 473,265 EUR | 100.00% | 100.00% |
10/07/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,961 EUR | 478,961 EUR | 100.00% | 100.00% |
09/07/2024 | 0.86% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,464 EUR | 467,464 EUR | 99.59% | 99.59% |
08/07/2024 | 1.07% | 93.00 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,370 EUR | 470,370 EUR | 100.00% | 100.00% |
05/07/2024 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,038 EUR | 467,038 EUR | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.70 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,083 EUR | 456,083 EUR | 99.45% | 99.45% |
03/07/2024 | 0.86% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,547 EUR | 467,547 EUR | 100.00% | 100.00% |
02/07/2024 | 1.10% | 91.10 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,992 EUR | 455,992 EUR | 99.98% | 99.98% |