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% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,175 EUR | 497,675 EUR | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,738 EUR | 496,238 EUR | 100.00% | 100.00% |
11/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,226 EUR | 495,726 EUR | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,182 EUR | 494,682 EUR | 100.00% | 100.00% |
09/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,380 EUR | 494,880 EUR | 100.00% | 100.00% |
08/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,228 EUR | 494,728 EUR | 100.00% | 100.00% |
05/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,231 EUR | 494,731 EUR | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,754 EUR | 495,254 EUR | 100.00% | 100.00% |
03/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,085 EUR | 494,585 EUR | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,652 EUR | 495,152 EUR | 100.00% | 100.00% |