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% | 95.90 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,020 EUR | 481,520 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 96.50 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,880 EUR | 483,380 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 96.10 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,219 EUR | 480,719 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 95.30 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,956 EUR | 478,456 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 95.40 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,123 EUR | 481,623 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 96.50 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,021 EUR | 485,521 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 96.90 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,880 EUR | 485,380 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 96.60 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,988 EUR | 485,488 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,256 EUR | 482,756 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 96.00 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,851 EUR | 482,351 EUR | 100.00% | 100.00% |