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 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,814 EUR | 490,349 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,073 EUR | 490,603 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,151 EUR | 491,681 EUR | 99.99% | 99.99% |
10/07/2024 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,289 EUR | 485,826 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,503 EUR | 483,040 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,027 EUR | 486,562 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,374 EUR | 485,911 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,942 | 494,942 | 484,533 EUR | 486,070 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,564 EUR | 487,101 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,810 | 494,810 | 482,349 EUR | 483,884 EUR | 96.95% | 96.95% |