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 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,615 EUR | 480,615 EUR | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,699 EUR | 485,699 EUR | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,755 EUR | 485,755 EUR | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,856 EUR | 481,856 EUR | 100.00% | 100.00% |
09/07/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,789 EUR | 480,789 EUR | 99.59% | 99.59% |
08/07/2024 | 0.83% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,084 EUR | 482,084 EUR | 100.00% | 100.00% |
05/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,082 EUR | 484,082 EUR | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,047 EUR | 483,047 EUR | 99.45% | 99.45% |
03/07/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,524 EUR | 476,524 EUR | 100.00% | 100.00% |
02/07/2024 | 0.85% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,028 EUR | 474,028 EUR | 100.00% | 100.00% |