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% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,004 EUR | 479,539 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,773 EUR | 480,303 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,521 EUR | 481,051 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,323 EUR | 479,860 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,150 EUR | 479,687 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,627 EUR | 482,162 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,050 EUR | 480,587 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,942 | 494,942 | 478,839 EUR | 480,376 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,972 EUR | 479,509 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 96.20 % | 96.51 % | 500,000 | 500,000 | 494,968 | 494,968 | 477,525 EUR | 479,061 EUR | 100.00% | 100.00% |