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 | 0.85% | 96.70 % | 97.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 478,791 EUR | 482,756 EUR | 99.99% | 99.99% |
12/07/2024 | 0.84% | 97.30 % | 98.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,896 EUR | 483,861 EUR | 100.00% | 100.00% |
11/07/2024 | 0.85% | 96.80 % | 97.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 477,355 EUR | 481,320 EUR | 100.00% | 100.00% |
10/07/2024 | 0.86% | 96.00 % | 96.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 471,292 EUR | 475,257 EUR | 100.00% | 100.00% |
09/07/2024 | 0.86% | 94.70 % | 95.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 469,624 EUR | 473,589 EUR | 100.00% | 100.00% |
08/07/2024 | 0.86% | 94.40 % | 95.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 468,110 EUR | 472,076 EUR | 100.00% | 100.00% |
05/07/2024 | 0.86% | 94.50 % | 95.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 470,043 EUR | 474,008 EUR | 100.00% | 100.00% |
04/07/2024 | 0.86% | 94.90 % | 95.70 % | 500,000 | 500,000 | 494,942 | 494,942 | 469,274 EUR | 473,239 EUR | 99.45% | 99.45% |
03/07/2024 | 0.86% | 95.10 % | 95.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 470,510 EUR | 474,475 EUR | 100.00% | 100.00% |
02/07/2024 | 0.87% | 94.20 % | 95.00 % | 500,000 | 500,000 | 494,968 | 494,968 | 465,594 EUR | 469,559 EUR | 100.00% | 100.00% |