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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,426 EUR | 496,426 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,749 EUR | 497,749 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,871 EUR | 497,871 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,082 EUR | 494,082 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,193 EUR | 494,193 EUR | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,854 EUR | 497,854 EUR | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,184 EUR | 498,184 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,806 EUR | 496,806 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,248 EUR | 496,248 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,013 EUR | 490,013 EUR | 100.00% | 100.00% |