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 | 0.31% | 95.20 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,412 EUR | 478,912 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 95.50 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,113 EUR | 477,613 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 95.00 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,327 EUR | 475,827 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 95.00 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,131 EUR | 476,631 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 94.60 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,185 EUR | 477,685 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 95.80 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,655 EUR | 481,155 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 96.10 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,084 EUR | 483,584 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 96.10 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,853 EUR | 481,353 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 96.30 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,676 EUR | 481,176 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 94.50 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,529 EUR | 472,029 EUR | 100.00% | 100.00% |