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 | 0.89% | 89.70 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,595 EUR | 90,395 EUR | 99.99% | 99.99% |
12/07/2024 | 1.11% | 90.30 % | 91.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,781 EUR | 90,781 EUR | 100.00% | 100.00% |
11/07/2024 | 1.12% | 88.90 % | 89.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,674 EUR | 89,674 EUR | 100.00% | 100.00% |
10/07/2024 | 0.89% | 89.30 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,148 EUR | 89,948 EUR | 100.00% | 100.00% |
09/07/2024 | 0.88% | 90.10 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,154 EUR | 90,954 EUR | 99.58% | 99.58% |
08/07/2024 | 1.10% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,754 EUR | 91,754 EUR | 100.00% | 100.00% |
05/07/2024 | 1.09% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,139 EUR | 462,139 EUR | 100.00% | 100.00% |
04/07/2024 | 0.87% | 92.00 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,947 EUR | 92,747 EUR | 99.45% | 99.45% |
03/07/2024 | 0.87% | 91.40 % | 92.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,071 EUR | 91,871 EUR | 100.00% | 100.00% |
02/07/2024 | 1.10% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,733 EUR | 91,733 EUR | 100.00% | 100.00% |