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% | 97.90 % | 98.20 % | 500,000 | 500,000 | 494,956 | 494,956 | 484,325 EUR | 485,813 EUR | 99.73% | 99.73% |
12/07/2024 | 0.32% | 98.00 % | 98.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,715 EUR | 485,203 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 97.80 % | 98.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,242 EUR | 483,730 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 97.20 % | 97.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,164 EUR | 480,652 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.20 % | 97.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,675 EUR | 483,162 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 97.50 % | 97.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,508 EUR | 483,996 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 97.40 % | 97.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 483,861 EUR | 485,348 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 97.80 % | 98.10 % | 500,000 | 500,000 | 494,942 | 494,942 | 483,943 EUR | 485,430 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 97.60 % | 97.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 483,034 EUR | 484,521 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 96.80 % | 97.10 % | 500,000 | 500,000 | 494,968 | 494,968 | 479,405 EUR | 480,892 EUR | 100.00% | 100.00% |