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% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,851 EUR | 491,851 EUR | 100.00% | 100.00% |
12/07/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,081 EUR | 496,081 EUR | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,184 EUR | 495,184 EUR | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,237 EUR | 492,237 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,872 EUR | 492,872 EUR | 99.58% | 99.58% |
08/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,097 EUR | 492,097 EUR | 100.00% | 100.00% |
05/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,209 EUR | 492,209 EUR | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,965 EUR | 489,965 EUR | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,395 EUR | 485,395 EUR | 100.00% | 100.00% |
02/07/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,036 EUR | 484,036 EUR | 100.00% | 100.00% |