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 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,408 EUR | 467,408 EUR | 100.00% | 100.00% |
12/07/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,841 EUR | 470,841 EUR | 100.00% | 100.00% |
11/07/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,975 EUR | 465,975 EUR | 99.65% | 99.65% |
10/07/2024 | 0.87% | 91.90 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,330 EUR | 463,330 EUR | 100.00% | 100.00% |
09/07/2024 | 0.87% | 90.30 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,807 EUR | 460,807 EUR | 99.59% | 99.59% |
08/07/2024 | 0.86% | 91.20 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,947 EUR | 465,947 EUR | 100.00% | 100.00% |
05/07/2024 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,549 EUR | 470,549 EUR | 100.00% | 100.00% |
04/07/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,695 EUR | 470,695 EUR | 99.45% | 99.45% |
03/07/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,187 EUR | 473,187 EUR | 100.00% | 100.00% |
02/07/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,674 EUR | 464,674 EUR | 100.00% | 100.00% |