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% | 97.02 % | 97.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,946 EUR | 493,446 EUR | 99.76% | 99.76% |
12/07/2024 | 0.49% | 101.48 % | 101.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,328 EUR | 507,828 EUR | 73.40% | 73.40% |
11/07/2024 | 0.50% | 99.81 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,104 EUR | 498,604 EUR | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.89 % | 99.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,430 EUR | 490,930 EUR | 94.72% | 94.72% |
09/07/2024 | 0.51% | 97.26 % | 97.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,611 EUR | 493,111 EUR | 97.77% | 97.77% |
08/07/2024 | 0.50% | 98.42 % | 98.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,174 EUR | 498,674 EUR | 99.78% | 99.78% |
05/07/2024 | 0.49% | 100.23 % | 100.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,226 EUR | 506,726 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,569 EUR | 503,069 EUR | 98.25% | 98.25% |
03/07/2024 | 0.50% | 99.57 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,827 EUR | 500,327 EUR | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,318 EUR | 498,818 EUR | 99.99% | 99.99% |