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% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,461 EUR | 497,961 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,813 EUR | 498,313 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,922 EUR | 497,422 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,440 EUR | 495,940 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,048 EUR | 496,548 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,107 EUR | 497,607 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,455 EUR | 496,955 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,161 EUR | 497,661 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,132 EUR | 496,632 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,075 EUR | 496,575 EUR | 100.00% | 100.00% |