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 | 0.71% | 97.88 % | 98.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,892 EUR | 147,942 EUR | 99.99% | 99.99% |
12/07/2024 | 0.71% | 98.17 % | 98.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,986 EUR | 148,036 EUR | 78.49% | 78.49% |
11/07/2024 | 0.71% | 97.58 % | 98.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,599 EUR | 147,649 EUR | 100.00% | 100.00% |
10/07/2024 | 0.72% | 97.48 % | 98.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,165 EUR | 147,215 EUR | 94.73% | 94.73% |
09/07/2024 | 0.72% | 97.01 % | 97.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,084 EUR | 147,134 EUR | 97.76% | 97.76% |
08/07/2024 | 0.71% | 97.84 % | 98.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,227 EUR | 148,277 EUR | 99.78% | 99.78% |
05/07/2024 | 0.71% | 97.81 % | 98.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,817 EUR | 147,867 EUR | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,132 EUR | 148,182 EUR | 98.25% | 98.25% |
03/07/2024 | 0.72% | 97.54 % | 98.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,202 EUR | 147,252 EUR | 100.00% | 100.00% |
02/07/2024 | 0.72% | 96.69 % | 97.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,913 EUR | 145,963 EUR | 99.99% | 99.99% |