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 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,475 EUR | 495,962 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,392 EUR | 495,880 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,475 EUR | 495,962 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,980 EUR | 495,467 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,692 EUR | 495,180 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,980 EUR | 495,467 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,541 EUR | 495,028 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,952 EUR | 495,439 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,830 EUR | 495,317 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,968 | 494,968 | 493,167 EUR | 494,655 EUR | 100.00% | 100.00% |