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 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,064 EUR | 97,064 EUR | 98.49% | 98.49% |
12/07/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,470 EUR | 97,470 EUR | 81.93% | 81.93% |
11/07/2024 | 1.03% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,205 EUR | 97,205 EUR | 98.26% | 98.26% |
10/07/2024 | 1.05% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,149 EUR | 96,149 EUR | 59.74% | 59.74% |
09/07/2024 | 1.04% | 95.05 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,199 EUR | 96,199 EUR | 99.18% | 99.18% |
08/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,820 EUR | 96,820 EUR | 98.37% | 98.37% |
05/07/2024 | 1.03% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,247 EUR | 97,247 EUR | 98.52% | 98.52% |
04/07/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,687 EUR | 96,687 EUR | 96.97% | 96.97% |
03/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,616 EUR | 96,616 EUR | 97.61% | 97.61% |
02/07/2024 | 1.05% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,853 EUR | 95,853 EUR | 100.00% | 100.00% |