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% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,263 EUR | 499,811 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,340 EUR | 500,883 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,963 EUR | 499,506 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,170 EUR | 496,720 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,051 EUR | 497,601 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,340 EUR | 498,888 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,128 EUR | 499,678 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,269 EUR | 499,819 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,556 EUR | 500,106 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,899 EUR | 497,448 EUR | 100.00% | 100.00% |