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 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,783 EUR | 500,331 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,519 EUR | 500,062 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,437 EUR | 498,980 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,302 EUR | 497,852 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,445 EUR | 495,995 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,450 EUR | 498,998 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,818 EUR | 498,368 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,515 EUR | 500,065 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,116 EUR | 498,666 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,470 EUR | 495,019 EUR | 100.00% | 100.00% |