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% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,799 EUR | 96,799 EUR | 98.49% | 98.49% |
12/07/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,975 EUR | 96,975 EUR | 81.90% | 81.90% |
11/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,337 EUR | 96,337 EUR | 98.52% | 98.52% |
10/07/2024 | 1.05% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,080 EUR | 96,080 EUR | 86.82% | 86.82% |
09/07/2024 | 1.05% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,809 EUR | 95,809 EUR | 99.18% | 99.18% |
08/07/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,578 EUR | 97,578 EUR | 98.37% | 98.37% |
05/07/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,872 EUR | 97,872 EUR | 98.52% | 98.52% |
04/07/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,858 EUR | 97,858 EUR | 96.97% | 96.97% |
03/07/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,510 EUR | 97,510 EUR | 97.61% | 97.61% |
02/07/2024 | 1.04% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,809 EUR | 96,809 EUR | 100.00% | 100.00% |