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% | 97.50 % | 97.81 % | 500,000 | 500,000 | 494,936 | 494,936 | 483,309 EUR | 484,844 EUR | 99.35% | 99.35% |
12/07/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,668 EUR | 490,198 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,685 EUR | 489,215 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,212 EUR | 486,749 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 97.80 % | 98.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,464 EUR | 487,002 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,710 EUR | 487,245 EUR | 100.00% | 100.00% |
05/07/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,592 EUR | 488,129 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,942 | 494,942 | 484,719 EUR | 486,256 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,253 EUR | 482,790 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 480,550 EUR | 482,085 EUR | 100.00% | 100.00% |