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 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,634 EUR | 501,182 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,945 EUR | 499,488 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,879 EUR | 499,421 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,037 EUR | 498,587 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,792 EUR | 498,342 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,292 EUR | 495,840 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,864 EUR | 497,414 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,876 EUR | 498,426 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,285 EUR | 494,835 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,227 EUR | 492,776 EUR | 100.00% | 100.00% |