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% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,819 EUR | 496,819 EUR | 100.00% | 100.00% |
12/07/2024 | 0.84% | 99.20 % | 100.00 % | 500,000 | 500,000 | 495,986 | 495,986 | 491,156 EUR | 495,142 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,203 EUR | 497,203 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,697 EUR | 494,697 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,200 EUR | 494,200 EUR | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,836 EUR | 494,836 EUR | 99.11% | 99.11% |
05/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,178 EUR | 497,178 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,323 EUR | 496,323 EUR | 99.46% | 99.46% |
03/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,460 EUR | 496,460 EUR | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,129 EUR | 494,129 EUR | 100.00% | 100.00% |