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 | 0.34% | 87.80 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,857 EUR | 444,357 EUR | 98.61% | 98.61% |
12/07/2024 | 0.34% | 88.70 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,704 EUR | 440,204 EUR | 100.00% | 100.00% |
11/07/2024 | 0.34% | 87.20 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,266 EUR | 438,766 EUR | 100.00% | 100.00% |
10/07/2024 | 0.35% | 87.40 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,717 EUR | 434,217 EUR | 100.00% | 100.00% |
09/07/2024 | 0.36% | 85.50 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,098 EUR | 429,634 EUR | 100.00% | 100.00% |
08/07/2024 | 0.35% | 85.40 % | 85.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,772 EUR | 435,272 EUR | 100.00% | 100.00% |
05/07/2024 | 0.34% | 87.70 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,395 EUR | 441,895 EUR | 100.00% | 100.00% |
04/07/2024 | 0.34% | 87.00 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,275 EUR | 436,775 EUR | 99.45% | 99.45% |
03/07/2024 | 0.34% | 87.00 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,105 EUR | 438,605 EUR | 100.00% | 100.00% |
02/07/2024 | 0.35% | 85.80 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,505 EUR | 427,014 EUR | 100.00% | 100.00% |