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% | 95.90 % | 96.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 470,751 EUR | 472,239 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 96.20 % | 96.50 % | 500,000 | 500,000 | 494,705 | 494,705 | 470,461 EUR | 471,949 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 95.70 % | 96.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,531 EUR | 475,019 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 96.40 % | 96.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,437 EUR | 479,924 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 96.60 % | 96.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,853 EUR | 481,341 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 97.00 % | 97.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,911 EUR | 482,399 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 96.90 % | 97.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,940 EUR | 481,428 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 96.70 % | 97.00 % | 500,000 | 500,000 | 494,942 | 494,942 | 476,750 EUR | 478,237 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 96.90 % | 97.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 476,703 EUR | 478,190 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 94.50 % | 94.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 468,386 EUR | 469,874 EUR | 100.00% | 100.00% |