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 | 0.81% | 99.40 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,015 EUR | 501,062 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.50 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,059 EUR | 501,102 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.30 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,981 EUR | 500,024 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,974 EUR | 499,024 EUR | 100.00% | 100.00% |
09/07/2024 | 0.82% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,856 EUR | 498,906 EUR | 99.59% | 99.59% |
08/07/2024 | 0.82% | 98.80 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,316 EUR | 498,364 EUR | 100.00% | 100.00% |
05/07/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,311 EUR | 498,361 EUR | 100.00% | 100.00% |
04/07/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,363 EUR | 497,413 EUR | 99.46% | 99.46% |
03/07/2024 | 0.80% | 100.90 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,616 EUR | 508,666 EUR | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,223 EUR | 506,223 EUR | 100.00% | 100.00% |