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 | 0.34% | 92.10 % | 92.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 455,634 EUR | 457,122 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 94.40 % | 94.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 465,358 EUR | 466,846 EUR | 100.00% | 100.00% |
11/07/2024 | 0.34% | 92.90 % | 93.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 455,357 EUR | 456,845 EUR | 100.00% | 100.00% |
10/07/2024 | 0.34% | 90.70 % | 91.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 450,903 EUR | 452,391 EUR | 100.00% | 100.00% |
09/07/2024 | 0.34% | 91.60 % | 91.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 456,494 EUR | 457,981 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 92.70 % | 93.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 462,590 EUR | 464,077 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 93.20 % | 93.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 461,526 EUR | 463,013 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 92.70 % | 93.00 % | 500,000 | 500,000 | 494,942 | 494,942 | 461,133 EUR | 462,620 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 95.00 % | 95.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 471,979 EUR | 473,467 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 93.90 % | 94.20 % | 500,000 | 500,000 | 494,968 | 494,968 | 463,988 EUR | 465,476 EUR | 100.00% | 100.00% |