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% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,367 EUR | 494,902 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,053 EUR | 494,583 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,184 EUR | 494,713 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,148 EUR | 493,685 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,260 EUR | 493,797 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,312 EUR | 494,848 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,848 EUR | 493,385 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,942 | 494,942 | 491,477 EUR | 493,014 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,754 EUR | 492,291 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,930 | 494,930 | 490,721 EUR | 492,257 EUR | 99.25% | 99.25% |