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% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,427 EUR | 493,914 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,804 EUR | 491,291 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,873 EUR | 492,361 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,570 EUR | 492,058 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.00 % | 99.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,121 EUR | 492,609 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,086 EUR | 492,573 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,686 EUR | 493,173 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 98.80 % | 99.10 % | 500,000 | 500,000 | 494,942 | 494,942 | 488,510 EUR | 489,997 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.10 % | 99.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,872 EUR | 490,359 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 98.10 % | 98.40 % | 500,000 | 500,000 | 494,968 | 494,968 | 484,820 EUR | 486,307 EUR | 100.00% | 100.00% |