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 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,917 EUR | 99,919 EUR | 98.48% | 98.48% |
12/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,150 EUR | 101,151 EUR | 81.92% | 81.92% |
11/07/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,445 EUR | 100,448 EUR | 98.58% | 98.58% |
10/07/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,760 EUR | 99,762 EUR | 59.79% | 59.79% |
09/07/2024 | 1.00% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,957 EUR | 99,955 EUR | 99.18% | 99.18% |
08/07/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,505 EUR | 100,508 EUR | 98.37% | 98.37% |
05/07/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,284 EUR | 101,285 EUR | 98.52% | 98.52% |
04/07/2024 | 1.00% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,010 EUR | 101,011 EUR | 96.97% | 96.97% |
03/07/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,829 EUR | 100,828 EUR | 97.61% | 97.61% |
02/07/2024 | 0.99% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,725 EUR | 100,720 EUR | 100.00% | 100.00% |