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 | 493,880 EUR | 495,415 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,404 EUR | 495,934 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,057 EUR | 496,587 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,716 EUR | 495,253 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,879 EUR | 494,416 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,406 EUR | 494,942 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,147 EUR | 495,684 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,988 EUR | 495,525 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,937 EUR | 494,474 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,053 EUR | 493,588 EUR | 100.00% | 100.00% |