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 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,799 EUR | 487,334 EUR | 100.00% | 100.00% |
12/07/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,559 EUR | 485,089 EUR | 100.00% | 100.00% |
11/07/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,329 EUR | 484,858 EUR | 100.00% | 100.00% |
10/07/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,830 EUR | 484,367 EUR | 100.00% | 100.00% |
09/07/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,013 EUR | 484,550 EUR | 100.00% | 100.00% |
08/07/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,949 | 494,949 | 485,460 EUR | 486,996 EUR | 99.60% | 99.60% |
05/07/2024 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,012 EUR | 487,549 EUR | 100.00% | 100.00% |
04/07/2024 | 0.33% | 97.50 % | 97.81 % | 500,000 | 500,000 | 494,942 | 494,942 | 482,131 EUR | 483,668 EUR | 99.45% | 99.45% |
03/07/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,271 EUR | 482,808 EUR | 100.00% | 100.00% |
02/07/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,477 EUR | 479,013 EUR | 100.00% | 100.00% |