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 | 0.50% | 98.11 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,887 EUR | 496,387 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.64 % | 100.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,874 EUR | 499,374 EUR | 78.76% | 78.76% |
11/07/2024 | 0.50% | 99.17 % | 99.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,073 EUR | 497,573 EUR | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.57 % | 99.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,741 EUR | 493,241 EUR | 94.73% | 94.73% |
09/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,539 EUR | 493,039 EUR | 97.76% | 97.76% |
08/07/2024 | 0.51% | 98.11 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,266 EUR | 494,766 EUR | 99.78% | 99.78% |
05/07/2024 | 0.51% | 98.39 % | 98.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,559 EUR | 496,059 EUR | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,170 EUR | 493,670 EUR | 98.25% | 98.25% |
03/07/2024 | 0.51% | 97.92 % | 98.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,766 EUR | 491,266 EUR | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.48 % | 97.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,745 EUR | 487,245 EUR | 99.99% | 99.99% |