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 | 0.53% | 92.75 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,281 EUR | 468,781 EUR | 100.00% | 100.00% |
12/07/2024 | 0.53% | 93.60 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,234 EUR | 469,734 EUR | 100.00% | 100.00% |
11/07/2024 | 0.54% | 93.35 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,484 EUR | 466,984 EUR | 100.00% | 100.00% |
10/07/2024 | 0.54% | 92.55 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,860 EUR | 467,360 EUR | 100.00% | 100.00% |
09/07/2024 | 0.53% | 93.65 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,198 EUR | 470,698 EUR | 100.00% | 100.00% |
08/07/2024 | 0.53% | 93.70 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,930 EUR | 476,430 EUR | 100.00% | 100.00% |
05/07/2024 | 0.53% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,717 EUR | 477,217 EUR | 99.83% | 99.83% |
04/07/2024 | 0.53% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,374 EUR | 476,874 EUR | 100.00% | 100.00% |
03/07/2024 | 0.52% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,341 EUR | 477,841 EUR | 100.00% | 100.00% |
02/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,556 EUR | 478,056 EUR | 99.93% | 99.93% |