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% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,075 EUR | 498,575 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,696 EUR | 499,196 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,044 EUR | 499,544 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,711 EUR | 497,211 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 499,414 | 494,615 EUR | 495,534 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,771 EUR | 498,271 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,671 EUR | 498,171 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,434 EUR | 496,934 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,984 EUR | 495,484 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,527 EUR | 492,027 EUR | 100.00% | 100.00% |