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 | 1.02% | 98.30 % | 99.30 % | 500,000 | 500,000 | 148,188 | 148,188 | 145,408 EUR | 146,890 EUR | 100.00% | 100.00% |
12/07/2024 | 0.82% | 98.40 % | 99.20 % | 500,000 | 500,000 | 147,920 | 147,920 | 144,931 EUR | 146,115 EUR | 100.00% | 100.00% |
11/07/2024 | 0.83% | 97.80 % | 98.60 % | 500,000 | 500,000 | 147,542 | 147,542 | 144,337 EUR | 145,521 EUR | 100.00% | 100.00% |
10/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 148,299 | 148,299 | 145,563 EUR | 147,046 EUR | 100.00% | 100.00% |
09/07/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 146,862 | 146,862 | 144,233 EUR | 145,701 EUR | 99.59% | 99.59% |
08/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 148,253 | 148,253 | 146,679 EUR | 147,865 EUR | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 148,006 | 148,006 | 146,375 EUR | 147,559 EUR | 100.00% | 100.00% |
04/07/2024 | 1.01% | 98.60 % | 99.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,192 EUR | 49,692 EUR | 99.45% | 99.45% |
03/07/2024 | 1.02% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,007 | 148,007 | 145,512 EUR | 146,993 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 148,324 | 148,324 | 143,993 EUR | 145,180 EUR | 100.00% | 100.00% |