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 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,870 EUR | 476,870 EUR | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,209 EUR | 482,209 EUR | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,098 EUR | 475,098 EUR | 100.00% | 100.00% |
10/07/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,206 EUR | 472,206 EUR | 100.00% | 100.00% |
09/07/2024 | 0.84% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,417 EUR | 475,417 EUR | 99.59% | 99.59% |
08/07/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,740 EUR | 480,740 EUR | 100.00% | 100.00% |
05/07/2024 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,079 EUR | 482,079 EUR | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,857 EUR | 481,857 EUR | 99.46% | 99.46% |
03/07/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,110 EUR | 488,110 EUR | 100.00% | 100.00% |
02/07/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,876 EUR | 481,876 EUR | 100.00% | 100.00% |