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 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 493,868 | 491,634 EUR | 492,072 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,694 EUR | 493,224 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,263 EUR | 491,792 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,206 EUR | 491,743 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,139 EUR | 490,676 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,686 EUR | 494,221 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,972 EUR | 495,509 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,857 EUR | 495,394 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,807 EUR | 494,344 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,955 EUR | 492,491 EUR | 100.00% | 100.00% |