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 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 499,032 | 499,032 | 485,742 EUR | 490,736 EUR | 100.00% | 100.00% |
12/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,364 EUR | 493,364 EUR | 100.00% | 100.00% |
11/07/2024 | 1.02% | 98.50 % | 99.50 % | 500,000 | 500,000 | 497,585 | 497,585 | 488,736 EUR | 493,721 EUR | 100.00% | 100.00% |
10/07/2024 | 1.02% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,076 EUR | 493,076 EUR | 100.00% | 100.00% |
09/07/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,958 EUR | 489,958 EUR | 99.59% | 99.59% |
08/07/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,124 EUR | 494,124 EUR | 100.00% | 100.00% |
05/07/2024 | 1.01% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,634 EUR | 495,634 EUR | 100.00% | 100.00% |
04/07/2024 | 1.02% | 98.50 % | 99.50 % | 500,000 | 500,000 | 497,448 | 497,448 | 489,010 EUR | 493,994 EUR | 99.39% | 99.39% |
03/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,593 EUR | 497,593 EUR | 100.00% | 100.00% |
02/07/2024 | 1.03% | 97.30 % | 98.30 % | 500,000 | 500,000 | 498,833 | 498,833 | 483,953 EUR | 488,946 EUR | 100.00% | 100.00% |