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 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,460 EUR | 502,460 EUR | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,128 EUR | 501,128 EUR | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,517 EUR | 500,517 EUR | 99.99% | 99.99% |
10/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,593 EUR | 498,593 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,791 EUR | 496,791 EUR | 99.59% | 99.59% |
08/07/2024 | 1.00% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,705 EUR | 500,705 EUR | 99.60% | 99.60% |
05/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,614 EUR | 500,614 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,095 EUR | 498,095 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,482 EUR | 496,482 EUR | 100.00% | 100.00% |
02/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,767 EUR | 492,767 EUR | 100.00% | 100.00% |