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% | 96.90 % | 97.90 % | 500,000 | 500,000 | 148,134 | 148,134 | 143,349 EUR | 144,831 EUR | 100.00% | 100.00% |
12/07/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 148,165 | 148,165 | 143,647 EUR | 145,128 EUR | 100.00% | 100.00% |
11/07/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 147,951 | 147,951 | 143,265 EUR | 144,745 EUR | 100.00% | 100.00% |
10/07/2024 | 1.04% | 96.60 % | 97.60 % | 500,000 | 500,000 | 148,234 | 148,234 | 142,757 EUR | 144,239 EUR | 100.00% | 100.00% |
09/07/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 146,820 | 146,820 | 140,073 EUR | 141,542 EUR | 99.59% | 99.59% |
08/07/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 148,305 | 148,305 | 141,374 EUR | 142,857 EUR | 100.00% | 100.00% |
05/07/2024 | 1.03% | 95.50 % | 96.50 % | 500,000 | 500,000 | 148,211 | 148,211 | 141,960 EUR | 143,442 EUR | 100.00% | 100.00% |
04/07/2024 | 1.04% | 96.00 % | 97.00 % | 50,000 | 50,000 | 49,745 | 49,745 | 47,655 EUR | 48,153 EUR | 99.39% | 99.39% |
03/07/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 148,279 | 148,279 | 142,543 EUR | 144,026 EUR | 100.00% | 100.00% |
02/07/2024 | 1.05% | 95.60 % | 96.60 % | 500,000 | 500,000 | 148,202 | 148,202 | 141,380 EUR | 142,862 EUR | 100.00% | 100.00% |