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 | 0.73% | 95.50 % | 96.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,733 EUR | 144,783 EUR | 100.00% | 100.00% |
12/07/2024 | 0.72% | 96.47 % | 97.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,343 EUR | 145,393 EUR | 78.50% | 78.50% |
11/07/2024 | 0.73% | 96.26 % | 96.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,863 EUR | 144,913 EUR | 100.00% | 100.00% |
10/07/2024 | 0.73% | 95.70 % | 96.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,011 EUR | 144,061 EUR | 94.72% | 94.72% |
09/07/2024 | 0.73% | 94.99 % | 95.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,576 EUR | 143,626 EUR | 97.74% | 97.74% |
08/07/2024 | 0.73% | 95.76 % | 96.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,770 EUR | 144,820 EUR | 99.78% | 99.78% |
05/07/2024 | 0.72% | 96.86 % | 97.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,745 EUR | 146,795 EUR | 100.00% | 100.00% |
04/07/2024 | 0.72% | 97.18 % | 97.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,498 EUR | 146,548 EUR | 98.27% | 98.27% |
03/07/2024 | 0.72% | 96.84 % | 97.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,116 EUR | 146,166 EUR | 100.00% | 100.00% |
02/07/2024 | 0.72% | 96.63 % | 97.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,579 EUR | 145,629 EUR | 100.00% | 100.00% |