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% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,620 EUR | 494,168 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,640 EUR | 493,183 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,279 EUR | 492,822 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,677 EUR | 491,227 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,359 EUR | 490,909 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,180 EUR | 493,729 EUR | 99.11% | 99.11% |
05/07/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,713 EUR | 492,263 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,633 EUR | 492,183 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,737 EUR | 491,287 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,858 EUR | 488,406 EUR | 100.00% | 100.00% |