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 | 0.35% | 86.90 % | 87.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 433,357 EUR | 434,844 EUR | 100.00% | 100.00% |
12/07/2024 | 0.36% | 86.70 % | 87.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 430,508 EUR | 431,996 EUR | 100.00% | 100.00% |
11/07/2024 | 0.35% | 87.00 % | 87.30 % | 500,000 | 500,000 | 494,970 | 494,944 | 436,165 EUR | 437,630 EUR | 99.99% | 99.99% |
10/07/2024 | 0.35% | 88.20 % | 88.50 % | 500,000 | 500,000 | 494,939 | 494,939 | 436,652 EUR | 438,140 EUR | 99.40% | 99.40% |
09/07/2024 | 0.37% | 84.90 % | 85.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 419,833 EUR | 421,321 EUR | 100.00% | 100.00% |
08/07/2024 | 0.36% | 86.40 % | 86.70 % | 500,000 | 500,000 | 494,536 | 494,536 | 430,136 EUR | 431,623 EUR | 96.85% | 96.85% |
05/07/2024 | 0.34% | 89.50 % | 89.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 446,677 EUR | 448,165 EUR | 100.00% | 100.00% |
04/07/2024 | 0.34% | 90.60 % | 90.90 % | 500,000 | 500,000 | 494,942 | 494,942 | 451,019 EUR | 452,506 EUR | 99.46% | 99.46% |
03/07/2024 | 0.34% | 91.80 % | 92.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 451,307 EUR | 452,794 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 90.60 % | 90.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 458,173 EUR | 459,661 EUR | 100.00% | 100.00% |