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 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,901 EUR | 490,449 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,345 EUR | 487,888 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,594 EUR | 486,137 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,610 EUR | 484,160 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,431 EUR | 488,981 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,752 EUR | 496,300 EUR | 99.11% | 99.11% |
05/07/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,857 EUR | 492,407 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,811 EUR | 491,361 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,766 EUR | 490,316 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,395 EUR | 485,944 EUR | 99.99% | 99.99% |