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% | 97.60 % | 97.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,243 EUR | 484,731 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 97.70 % | 98.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,245 EUR | 484,732 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 97.70 % | 98.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,913 EUR | 483,400 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 97.30 % | 97.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,084 EUR | 483,572 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.60 % | 97.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,185 EUR | 485,673 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,390 EUR | 490,878 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,924 | 494,924 | 490,373 EUR | 491,861 EUR | 99.10% | 99.10% |
04/07/2024 | 0.32% | 98.50 % | 98.80 % | 500,000 | 500,000 | 494,911 | 494,942 | 485,158 EUR | 486,676 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 95.30 % | 95.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 469,706 EUR | 471,194 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 92.90 % | 93.20 % | 500,000 | 500,000 | 494,968 | 494,968 | 459,026 EUR | 460,514 EUR | 100.00% | 100.00% |