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 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 499,033 | 499,033 | 493,476 EUR | 498,470 EUR | 100.00% | 100.00% |
12/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,861 EUR | 498,861 EUR | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 497,586 | 497,586 | 490,109 EUR | 495,094 EUR | 100.00% | 100.00% |
10/07/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,873 EUR | 495,873 EUR | 100.00% | 100.00% |
09/07/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,592 EUR | 495,592 EUR | 99.59% | 99.59% |
08/07/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,808 EUR | 496,808 EUR | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,777 EUR | 495,777 EUR | 100.00% | 100.00% |
04/07/2024 | 1.02% | 98.20 % | 99.20 % | 500,000 | 500,000 | 497,448 | 497,448 | 488,725 EUR | 493,709 EUR | 99.39% | 99.39% |
03/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,347 EUR | 494,347 EUR | 100.00% | 100.00% |
02/07/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 498,833 | 498,833 | 484,211 EUR | 489,204 EUR | 100.00% | 100.00% |