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% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,777 EUR | 492,312 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,926 EUR | 492,456 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,508 EUR | 491,038 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,957 EUR | 490,494 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,834 EUR | 489,371 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,713 EUR | 492,248 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,967 EUR | 492,504 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,942 | 494,942 | 490,790 EUR | 492,327 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,777 EUR | 491,314 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,968 | 494,968 | 488,011 EUR | 489,547 EUR | 100.00% | 100.00% |