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 | 0.33% | 96.20 % | 96.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,103 EUR | 480,638 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,525 EUR | 481,055 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,136 EUR | 481,665 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 96.20 % | 96.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,540 EUR | 476,077 EUR | 100.00% | 100.00% |
09/07/2024 | 0.34% | 95.40 % | 95.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 472,521 EUR | 474,059 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 475,802 EUR | 477,338 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,793 EUR | 479,330 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,942 | 494,942 | 475,403 EUR | 476,940 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 475,843 EUR | 477,380 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,809 | 494,809 | 472,839 EUR | 474,374 EUR | 96.94% | 96.94% |