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% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,613 EUR | 487,148 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,849 EUR | 487,379 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,144 EUR | 486,674 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,825 EUR | 483,362 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,404 EUR | 481,941 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,773 EUR | 481,308 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 96.70 % | 97.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 480,709 EUR | 482,246 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,942 | 494,942 | 479,627 EUR | 481,164 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,084 EUR | 482,621 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,968 | 494,968 | 477,112 EUR | 478,648 EUR | 100.00% | 100.00% |