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 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,450 EUR | 499,950 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,519 EUR | 499,019 EUR | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,184 EUR | 498,684 EUR | 99.92% | 99.92% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,811 EUR | 496,311 EUR | 100.00% | 100.00% |
09/07/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,591 EUR | 497,091 EUR | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,890 EUR | 498,390 EUR | 100.00% | 100.00% |
05/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,688 EUR | 498,188 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,782 EUR | 497,282 EUR | 100.00% | 100.00% |
03/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,832 EUR | 497,332 EUR | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,215 EUR | 495,715 EUR | 99.93% | 99.93% |