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% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,211 EUR | 496,759 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,627 EUR | 498,170 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,633 EUR | 496,176 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,337 EUR | 492,887 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,194 EUR | 493,744 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,648 EUR | 495,196 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,132 EUR | 495,682 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,289 EUR | 495,839 EUR | 99.46% | 99.46% |
03/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,184 EUR | 495,734 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,338 EUR | 492,886 EUR | 100.00% | 100.00% |