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 | 1.79% | 88.80 % | 89.60 % | 250,000 | 250,000 | 70,083 | 70,083 | 62,078 EUR | 62,800 EUR | 100.00% | 100.00% |
12/07/2024 | 1.72% | 91.40 % | 92.20 % | 250,000 | 250,000 | 72,786 | 72,786 | 66,516 EUR | 67,271 EUR | 98.72% | 98.72% |
11/07/2024 | 1.88% | 94.30 % | 95.30 % | 250,000 | 250,000 | 73,146 | 73,146 | 68,576 EUR | 69,489 EUR | 99.98% | 99.98% |
10/07/2024 | 1.93% | 89.90 % | 90.90 % | 250,000 | 250,000 | 74,162 | 74,162 | 66,212 EUR | 67,137 EUR | 100.00% | 100.00% |
09/07/2024 | 1.70% | 87.50 % | 88.30 % | 250,000 | 250,000 | 73,360 | 73,360 | 64,936 EUR | 65,707 EUR | 99.58% | 99.58% |
08/07/2024 | 1.72% | 89.70 % | 90.50 % | 250,000 | 250,000 | 74,127 | 74,127 | 65,716 EUR | 66,493 EUR | 100.00% | 100.00% |
05/07/2024 | 1.98% | 86.80 % | 87.80 % | 250,000 | 250,000 | 74,164 | 74,164 | 63,633 EUR | 64,558 EUR | 100.00% | 100.00% |
04/07/2024 | 1.90% | 86.80 % | 88.20 % | 25,000 | 25,000 | 25,000 | 25,000 | 21,730 EUR | 22,146 EUR | 99.45% | 99.45% |
03/07/2024 | 1.84% | 85.40 % | 86.20 % | 250,000 | 250,000 | 74,107 | 74,107 | 62,982 EUR | 63,758 EUR | 99.99% | 99.99% |
02/07/2024 | 2.13% | 81.50 % | 82.50 % | 250,000 | 250,000 | 74,165 | 74,165 | 60,085 EUR | 61,010 EUR | 100.00% | 100.00% |