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 | 0.51% | 97.42 % | 97.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,023 EUR | 492,523 EUR | 100.00% | 100.00% |
12/07/2024 | 0.51% | 97.96 % | 98.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,910 EUR | 493,410 EUR | 78.49% | 78.49% |
11/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,976 EUR | 494,476 EUR | 100.00% | 100.00% |
10/07/2024 | 0.51% | 97.78 % | 98.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,281 EUR | 490,781 EUR | 94.72% | 94.72% |
09/07/2024 | 0.51% | 97.06 % | 97.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,460 EUR | 487,960 EUR | 97.76% | 97.76% |
08/07/2024 | 0.52% | 96.73 % | 97.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,649 EUR | 486,149 EUR | 99.79% | 99.79% |
05/07/2024 | 0.52% | 96.31 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,055 EUR | 485,555 EUR | 100.00% | 100.00% |
04/07/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,020 EUR | 486,520 EUR | 93.32% | 93.32% |
03/07/2024 | 0.52% | 96.47 % | 96.97 % | 500,000 | 500,000 | 500,000 | 499,988 | 483,746 EUR | 486,234 EUR | 100.00% | 100.00% |
02/07/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,725 EUR | 489,225 EUR | 50.62% | 50.62% |