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% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,215 EUR | 494,703 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,345 EUR | 493,833 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,273 EUR | 493,760 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,504 EUR | 493,992 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,165 EUR | 494,653 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,134 EUR | 493,622 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,613 EUR | 493,101 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,942 | 494,942 | 491,636 EUR | 493,123 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,547 EUR | 492,034 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,968 | 494,968 | 491,371 EUR | 492,859 EUR | 100.00% | 100.00% |