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% | 93.94 % | 94.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,039 EUR | 474,539 EUR | 100.00% | 100.00% |
12/07/2024 | 0.52% | 95.27 % | 95.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,188 EUR | 478,688 EUR | 78.49% | 78.49% |
11/07/2024 | 0.53% | 94.93 % | 95.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,969 EUR | 476,469 EUR | 100.00% | 100.00% |
10/07/2024 | 0.53% | 93.85 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,854 EUR | 469,354 EUR | 94.72% | 94.72% |
09/07/2024 | 0.53% | 93.42 % | 93.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,184 EUR | 470,684 EUR | 97.74% | 97.74% |
08/07/2024 | 0.53% | 94.21 % | 94.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,205 EUR | 473,705 EUR | 99.79% | 99.79% |
05/07/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,481 EUR | 473,981 EUR | 100.00% | 100.00% |
04/07/2024 | 0.53% | 94.17 % | 94.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,700 EUR | 472,200 EUR | 98.26% | 98.26% |
03/07/2024 | 0.53% | 93.93 % | 94.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,255 EUR | 471,755 EUR | 100.00% | 100.00% |
02/07/2024 | 0.53% | 93.69 % | 94.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,443 EUR | 468,943 EUR | 99.02% | 99.02% |