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% | 98.98 % | 99.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,857 EUR | 498,357 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.79 % | 100.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,520 EUR | 501,020 EUR | 78.76% | 78.76% |
11/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,998 EUR | 500,498 EUR | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.13 % | 99.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,620 EUR | 497,120 EUR | 94.72% | 94.72% |
09/07/2024 | 0.50% | 98.51 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,238 EUR | 496,738 EUR | 97.75% | 97.75% |
08/07/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,732 EUR | 498,232 EUR | 99.77% | 99.77% |
05/07/2024 | 0.50% | 99.18 % | 99.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,166 EUR | 498,666 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.11 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,636 EUR | 498,136 EUR | 98.27% | 98.27% |
03/07/2024 | 0.50% | 98.88 % | 99.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,821 EUR | 496,321 EUR | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,228 EUR | 490,728 EUR | 79.30% | 79.30% |