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 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,552 EUR | 493,552 EUR | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,106 EUR | 492,106 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,919 EUR | 493,919 EUR | 100.00% | 100.00% |
10/07/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,985 EUR | 491,985 EUR | 100.00% | 100.00% |
09/07/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,522 EUR | 490,522 EUR | 99.59% | 99.59% |
08/07/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,164 EUR | 492,164 EUR | 100.00% | 100.00% |
05/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,357 EUR | 492,357 EUR | 100.00% | 100.00% |
04/07/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,955 EUR | 488,955 EUR | 99.45% | 99.45% |
03/07/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,271 EUR | 486,271 EUR | 100.00% | 100.00% |
02/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,903 EUR | 482,903 EUR | 100.00% | 100.00% |