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% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,990 EUR | 96,990 EUR | 98.49% | 98.49% |
12/07/2024 | 1.04% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,967 EUR | 96,967 EUR | 81.94% | 81.94% |
11/07/2024 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,565 EUR | 96,565 EUR | 98.16% | 98.16% |
10/07/2024 | 1.05% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,163 EUR | 96,163 EUR | 86.86% | 86.86% |
09/07/2024 | 1.04% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,420 EUR | 96,420 EUR | 99.18% | 99.18% |
08/07/2024 | 1.04% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,952 EUR | 96,952 EUR | 98.37% | 98.37% |
05/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,787 EUR | 96,787 EUR | 98.52% | 98.52% |
04/07/2024 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,657 EUR | 96,657 EUR | 96.97% | 96.97% |
03/07/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,515 EUR | 96,515 EUR | 97.61% | 97.61% |
02/07/2024 | 1.05% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,096 EUR | 96,096 EUR | 100.00% | 100.00% |