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 | 0.83% | 98.90 % | 99.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,516 EUR | 493,481 EUR | 100.00% | 100.00% |
12/07/2024 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,501 EUR | 499,466 EUR | 100.00% | 100.00% |
11/07/2024 | 0.82% | 100.30 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,460 EUR | 500,425 EUR | 100.00% | 100.00% |
10/07/2024 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,853 EUR | 499,818 EUR | 100.00% | 100.00% |
09/07/2024 | 0.82% | 100.10 % | 100.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,481 EUR | 499,446 EUR | 100.00% | 100.00% |
08/07/2024 | 0.82% | 99.90 % | 100.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,455 EUR | 498,420 EUR | 100.00% | 100.00% |
05/07/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,215 EUR | 499,180 EUR | 100.00% | 100.00% |
04/07/2024 | 0.82% | 100.10 % | 100.90 % | 500,000 | 500,000 | 494,942 | 494,942 | 495,584 EUR | 499,549 EUR | 99.45% | 99.45% |
03/07/2024 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,343 EUR | 497,308 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 99.90 % | 100.70 % | 500,000 | 500,000 | 494,968 | 494,968 | 494,346 EUR | 498,311 EUR | 100.00% | 100.00% |