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% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,705 EUR | 494,240 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,873 EUR | 494,403 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,711 EUR | 494,241 EUR | 99.99% | 99.99% |
10/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,352 EUR | 493,889 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,008 EUR | 493,545 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,744 EUR | 494,280 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,169 EUR | 493,706 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,942 | 494,942 | 492,615 EUR | 494,152 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,937 EUR | 493,474 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,851 EUR | 492,387 EUR | 100.00% | 100.00% |