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 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,145 EUR | 500,645 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,115 EUR | 500,615 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,601 EUR | 500,101 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,734 EUR | 499,234 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,949 EUR | 499,449 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,527 EUR | 500,027 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,599 EUR | 499,099 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,470 EUR | 499,970 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,100 EUR | 499,600 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,977 EUR | 498,477 EUR | 100.00% | 100.00% |