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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,370 EUR | 499,370 EUR | 100.00% | 100.00% |
12/07/2024 | 1.01% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,858 EUR | 499,858 EUR | 98.41% | 98.41% |
11/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,859 EUR | 500,859 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,761 EUR | 502,761 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,790 EUR | 502,790 EUR | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,656 EUR | 503,656 EUR | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,289 EUR | 502,289 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,284 EUR | 497,284 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,742 EUR | 497,742 EUR | 100.00% | 100.00% |
02/07/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,742 EUR | 493,742 EUR | 100.00% | 100.00% |