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% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,466 EUR | 490,001 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,516 EUR | 490,046 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,935 EUR | 489,465 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,147 EUR | 488,684 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,618 EUR | 488,155 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,621 EUR | 489,157 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,515 EUR | 488,052 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,942 | 494,942 | 487,006 EUR | 488,542 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,755 EUR | 487,292 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,968 | 494,968 | 484,268 EUR | 485,804 EUR | 100.00% | 100.00% |