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 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,555 EUR | 498,055 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.70 % | 100.00 % | 500,000 | 500,000 | 495,986 | 495,986 | 494,272 EUR | 495,769 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,278 EUR | 498,778 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,897 EUR | 497,397 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,266 EUR | 496,766 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,997 EUR | 497,497 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,217 EUR | 498,717 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,553 EUR | 498,053 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,774 EUR | 498,274 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,881 EUR | 496,381 EUR | 100.00% | 100.00% |