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 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,965 EUR | 496,965 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,565 EUR | 498,565 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 499,745 | 494,456 EUR | 498,201 EUR | 100.00% | 100.00% |
10/07/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,758 EUR | 493,758 EUR | 100.00% | 100.00% |
09/07/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,444 EUR | 493,444 EUR | 99.59% | 99.59% |
08/07/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,643 EUR | 495,643 EUR | 100.00% | 100.00% |
05/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,631 EUR | 494,631 EUR | 100.00% | 100.00% |
04/07/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 496,724 | 490,071 EUR | 491,828 EUR | 99.45% | 99.45% |
03/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,115 EUR | 495,115 EUR | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,123 EUR | 488,123 EUR | 100.00% | 100.00% |