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% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,675 EUR | 488,210 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,262 EUR | 487,792 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,208 EUR | 485,737 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,199 EUR | 486,736 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,970 | 494,956 | 480,153 EUR | 481,677 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 97.50 % | 97.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,889 EUR | 484,425 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,983 EUR | 483,520 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 96.70 % | 97.01 % | 500,000 | 500,000 | 494,942 | 494,942 | 477,523 EUR | 479,060 EUR | 99.46% | 99.46% |
03/07/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,024 EUR | 480,561 EUR | 100.00% | 100.00% |
02/07/2024 | 0.34% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,909 | 494,909 | 471,305 EUR | 472,840 EUR | 98.85% | 98.85% |