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 | 0.31% | 96.30 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,043 EUR | 483,543 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 97.20 % | 97.50 % | 500,000 | 500,000 | 495,986 | 495,986 | 481,732 EUR | 483,229 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 96.60 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,726 EUR | 482,226 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,436 EUR | 477,936 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 94.70 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,478 EUR | 476,978 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 95.40 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,617 EUR | 480,117 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,362 EUR | 483,862 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 96.00 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,119 EUR | 481,619 EUR | 99.46% | 99.46% |
03/07/2024 | 0.31% | 96.40 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,373 EUR | 483,873 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,625 EUR | 482,125 EUR | 100.00% | 100.00% |