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 | 1.06% | 94.30 % | 95.30 % | 500,000 | 500,000 | 148,203 | 148,203 | 139,487 EUR | 140,969 EUR | 100.00% | 100.00% |
12/07/2024 | 1.06% | 94.60 % | 95.60 % | 500,000 | 500,000 | 148,165 | 148,165 | 139,786 EUR | 141,268 EUR | 100.00% | 100.00% |
11/07/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 147,923 | 147,923 | 138,865 EUR | 140,345 EUR | 99.99% | 99.99% |
10/07/2024 | 1.07% | 93.10 % | 94.10 % | 500,000 | 500,000 | 148,234 | 148,234 | 138,279 EUR | 139,762 EUR | 100.00% | 100.00% |
09/07/2024 | 1.07% | 92.50 % | 93.50 % | 500,000 | 500,000 | 146,830 | 146,830 | 136,239 EUR | 137,707 EUR | 99.58% | 99.58% |
08/07/2024 | 1.04% | 94.50 % | 95.50 % | 500,000 | 500,000 | 148,312 | 148,312 | 140,639 EUR | 142,122 EUR | 100.00% | 100.00% |
05/07/2024 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 148,188 | 148,188 | 140,058 EUR | 141,540 EUR | 100.00% | 100.00% |
04/07/2024 | 1.06% | 94.60 % | 95.60 % | 50,000 | 50,000 | 49,745 | 49,745 | 47,045 EUR | 47,543 EUR | 99.39% | 99.39% |
03/07/2024 | 1.07% | 92.80 % | 93.80 % | 500,000 | 500,000 | 148,256 | 148,256 | 137,937 EUR | 139,419 EUR | 100.00% | 100.00% |
02/07/2024 | 1.09% | 91.10 % | 92.10 % | 500,000 | 500,000 | 148,202 | 148,202 | 135,281 EUR | 136,764 EUR | 100.00% | 100.00% |