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 | 1.09% | 90.90 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,132 EUR | 462,132 EUR | 100.00% | 100.00% |
12/07/2024 | 1.07% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,762 EUR | 467,762 EUR | 100.00% | 100.00% |
11/07/2024 | 1.08% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,370 EUR | 467,370 EUR | 99.99% | 99.99% |
10/07/2024 | 1.09% | 91.30 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,325 EUR | 460,325 EUR | 100.00% | 100.00% |
09/07/2024 | 1.09% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,464 EUR | 460,464 EUR | 99.27% | 99.27% |
08/07/2024 | 1.08% | 91.20 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,877 EUR | 464,877 EUR | 100.00% | 100.00% |
05/07/2024 | 1.07% | 92.30 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,417 EUR | 468,417 EUR | 100.00% | 100.00% |
04/07/2024 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,013 EUR | 467,013 EUR | 99.45% | 99.45% |
03/07/2024 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,887 EUR | 466,887 EUR | 100.00% | 100.00% |
02/07/2024 | 1.10% | 90.60 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,538 EUR | 456,538 EUR | 100.00% | 100.00% |