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 | 0.52% | 96.79 % | 97.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,122 EUR | 485,622 EUR | 99.99% | 99.99% |
12/07/2024 | 0.52% | 96.79 % | 97.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,484 EUR | 485,984 EUR | 78.76% | 78.76% |
11/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,565 EUR | 485,065 EUR | 100.00% | 100.00% |
10/07/2024 | 0.52% | 96.06 % | 96.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,980 EUR | 481,480 EUR | 94.72% | 94.72% |
09/07/2024 | 0.52% | 95.16 % | 95.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,336 EUR | 479,836 EUR | 97.75% | 97.75% |
08/07/2024 | 0.52% | 96.16 % | 96.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,676 EUR | 486,176 EUR | 99.35% | 99.35% |
05/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,852 EUR | 486,352 EUR | 100.00% | 100.00% |
04/07/2024 | 0.51% | 97.12 % | 97.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,569 EUR | 488,069 EUR | 98.25% | 98.25% |
03/07/2024 | 0.52% | 96.57 % | 97.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,527 EUR | 485,027 EUR | 100.00% | 100.00% |
02/07/2024 | 0.52% | 95.73 % | 96.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,442 EUR | 479,942 EUR | 100.00% | 100.00% |