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 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,918 EUR | 491,918 EUR | 99.73% | 99.73% |
12/07/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,642 EUR | 490,642 EUR | 100.00% | 100.00% |
11/07/2024 | 1.04% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,964 EUR | 484,964 EUR | 100.00% | 100.00% |
10/07/2024 | 0.84% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 499,916 | 476,858 EUR | 480,777 EUR | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,196 EUR | 482,196 EUR | 99.59% | 99.59% |
08/07/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,333 EUR | 483,333 EUR | 100.00% | 100.00% |
05/07/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,674 EUR | 484,674 EUR | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,730 EUR | 480,730 EUR | 99.46% | 99.46% |
03/07/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,670 EUR | 480,670 EUR | 100.00% | 100.00% |
02/07/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,403 EUR | 473,403 EUR | 100.00% | 100.00% |