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 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,230 EUR | 97,230 EUR | 98.49% | 98.49% |
12/07/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,473 EUR | 97,473 EUR | 81.90% | 81.90% |
11/07/2024 | 1.04% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,026 EUR | 97,026 EUR | 98.58% | 98.58% |
10/07/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,823 EUR | 96,823 EUR | 86.81% | 86.81% |
09/07/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,508 EUR | 96,508 EUR | 99.18% | 99.18% |
08/07/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,368 EUR | 97,368 EUR | 98.37% | 98.37% |
05/07/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,694 EUR | 97,694 EUR | 98.52% | 98.52% |
04/07/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,363 EUR | 97,363 EUR | 96.97% | 96.97% |
03/07/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,814 EUR | 96,814 EUR | 97.61% | 97.61% |
02/07/2024 | 1.05% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,864 EUR | 95,864 EUR | 100.00% | 100.00% |