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 | 0.50% | 98.94 % | 99.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,918 EUR | 497,418 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.08 % | 99.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,197 EUR | 497,697 EUR | 78.49% | 78.49% |
11/07/2024 | 0.50% | 98.97 % | 99.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,683 EUR | 497,183 EUR | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.87 % | 99.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,311 EUR | 496,811 EUR | 94.72% | 94.72% |
09/07/2024 | 0.50% | 98.88 % | 99.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,737 EUR | 497,237 EUR | 97.74% | 97.74% |
08/07/2024 | 0.50% | 98.99 % | 99.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,223 EUR | 497,723 EUR | 99.79% | 99.79% |
05/07/2024 | 0.50% | 99.07 % | 99.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,901 EUR | 498,401 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.18 % | 99.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,695 EUR | 498,195 EUR | 98.27% | 98.27% |
03/07/2024 | 0.50% | 99.07 % | 99.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,348 EUR | 497,848 EUR | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,024 EUR | 497,524 EUR | 100.00% | 100.00% |