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 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,940 EUR | 483,475 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,440 EUR | 480,970 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,156 EUR | 478,685 EUR | 99.99% | 99.99% |
10/07/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,138 EUR | 482,675 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,601 EUR | 475,138 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,435 EUR | 475,970 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,339 EUR | 474,876 EUR | 100.00% | 100.00% |
04/07/2024 | 0.34% | 94.10 % | 94.41 % | 500,000 | 500,000 | 494,942 | 494,942 | 464,296 EUR | 465,833 EUR | 99.45% | 99.45% |
03/07/2024 | 0.34% | 93.50 % | 93.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 464,585 EUR | 466,122 EUR | 100.00% | 100.00% |
02/07/2024 | 0.75% | 92.70 % | 93.01 % | 500,000 | 500,000 | 494,909 | 494,909 | 452,091 EUR | 455,346 EUR | 98.85% | 98.85% |