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 | 497,271 EUR | 498,819 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,395 EUR | 499,938 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,661 EUR | 499,203 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,676 EUR | 498,226 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,892 EUR | 498,442 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,679 EUR | 499,228 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,437 EUR | 499,987 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,975 EUR | 500,525 EUR | 99.46% | 99.46% |
03/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,684 EUR | 499,234 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,422 EUR | 500,970 EUR | 100.00% | 100.00% |