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 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,889 EUR | 500,889 EUR | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,145 EUR | 503,145 EUR | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,104 EUR | 501,104 EUR | 99.99% | 99.99% |
10/07/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,832 EUR | 498,832 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,427 EUR | 497,427 EUR | 99.59% | 99.59% |
08/07/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,637 EUR | 499,637 EUR | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,924 EUR | 499,924 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,607 EUR | 496,607 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,665 EUR | 493,665 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,608 EUR | 487,608 EUR | 100.00% | 100.00% |