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 | 0.33% | 92.40 % | 92.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 460,365 EUR | 461,852 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 93.60 % | 93.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 460,907 EUR | 462,395 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 92.90 % | 93.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 460,925 EUR | 462,413 EUR | 99.99% | 99.99% |
10/07/2024 | 0.36% | 91.60 % | 91.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 448,703 EUR | 450,289 EUR | 100.00% | 100.00% |
09/07/2024 | 0.34% | 90.10 % | 90.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 447,023 EUR | 448,511 EUR | 100.00% | 100.00% |
08/07/2024 | 0.34% | 91.40 % | 91.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 453,185 EUR | 454,673 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 91.80 % | 92.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 458,299 EUR | 459,786 EUR | 100.00% | 100.00% |
04/07/2024 | 0.34% | 91.20 % | 91.50 % | 500,000 | 500,000 | 494,942 | 494,942 | 451,634 EUR | 453,122 EUR | 99.46% | 99.46% |
03/07/2024 | 0.34% | 91.70 % | 92.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 452,866 EUR | 454,353 EUR | 100.00% | 100.00% |
02/07/2024 | 0.37% | 91.60 % | 91.90 % | 500,000 | 500,000 | 494,810 | 494,810 | 450,326 EUR | 451,951 EUR | 96.95% | 96.95% |