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% | 98.68 % | 99.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,860 EUR | 497,360 EUR | 93.44% | 93.44% |
12/07/2024 | 0.50% | 98.88 % | 99.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,865 EUR | 496,365 EUR | 78.76% | 78.76% |
11/07/2024 | 0.51% | 98.64 % | 99.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,647 EUR | 494,147 EUR | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.09 % | 98.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,794 EUR | 492,294 EUR | 94.73% | 94.73% |
09/07/2024 | 0.51% | 97.84 % | 98.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,675 EUR | 493,175 EUR | 97.77% | 97.77% |
08/07/2024 | 0.51% | 98.47 % | 98.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,794 EUR | 495,294 EUR | 99.78% | 99.78% |
05/07/2024 | 0.50% | 98.89 % | 99.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,937 EUR | 497,437 EUR | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.46 % | 98.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,244 EUR | 493,744 EUR | 98.27% | 98.27% |
03/07/2024 | 0.52% | 97.17 % | 97.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,042 EUR | 486,542 EUR | 100.00% | 100.00% |
02/07/2024 | 0.52% | 95.89 % | 96.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,826 EUR | 481,326 EUR | 100.00% | 100.00% |