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 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,884 EUR | 496,371 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.00 % | 100.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,003 EUR | 496,490 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,572 EUR | 496,059 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,765 EUR | 493,252 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,759 EUR | 494,246 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,871 EUR | 494,359 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,329 EUR | 494,817 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,050 EUR | 494,538 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,692 EUR | 496,180 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,968 | 494,968 | 495,208 EUR | 496,696 EUR | 100.00% | 100.00% |