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% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,807 EUR | 498,807 EUR | 99.73% | 99.73% |
12/07/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,793 EUR | 499,793 EUR | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,113 EUR | 498,113 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,152 EUR | 498,152 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,509 EUR | 497,509 EUR | 99.59% | 99.59% |
08/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,405 EUR | 499,405 EUR | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,456 EUR | 497,456 EUR | 99.83% | 99.83% |
04/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,778 EUR | 493,778 EUR | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,028 EUR | 484,028 EUR | 100.00% | 100.00% |
02/07/2024 | 1.05% | 94.60 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,602 EUR | 477,602 EUR | 100.00% | 100.00% |