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% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,674 EUR | 492,222 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 500,543 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,446 EUR | 496,989 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,215 EUR | 492,765 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 499,828 | 491,275 EUR | 492,656 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,472 EUR | 495,021 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,683 EUR | 500,233 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,672 EUR | 498,222 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,732 EUR | 497,282 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,612 EUR | 496,161 EUR | 100.00% | 100.00% |