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 | 0.32% | 95.30 % | 95.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,266 EUR | 474,754 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 95.90 % | 96.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 470,995 EUR | 472,482 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 95.70 % | 96.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 472,956 EUR | 474,443 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 95.80 % | 96.10 % | 500,000 | 500,000 | 494,971 | 494,971 | 474,094 EUR | 475,581 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 95.40 % | 95.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 472,504 EUR | 473,992 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 95.40 % | 95.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,865 EUR | 475,353 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 95.90 % | 96.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 475,948 EUR | 477,436 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 96.20 % | 96.50 % | 500,000 | 500,000 | 494,942 | 494,942 | 474,828 EUR | 476,315 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 96.00 % | 96.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,203 EUR | 475,691 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 95.30 % | 95.60 % | 500,000 | 500,000 | 494,968 | 494,968 | 471,714 EUR | 473,202 EUR | 100.00% | 100.00% |