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% | 99.30 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,266 EUR | 501,314 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,908 EUR | 502,951 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.70 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,873 EUR | 501,916 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.30 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,930 EUR | 499,980 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,690 EUR | 499,740 EUR | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,615 EUR | 499,663 EUR | 100.00% | 100.00% |
05/07/2024 | 0.81% | 99.10 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,502 EUR | 500,552 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.10 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,417 EUR | 499,467 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 99.00 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,781 EUR | 499,831 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,116 EUR | 498,164 EUR | 100.00% | 100.00% |