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 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 499,033 | 499,033 | 482,836 EUR | 487,830 EUR | 100.00% | 100.00% |
12/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,783 EUR | 490,783 EUR | 100.00% | 100.00% |
11/07/2024 | 1.02% | 98.40 % | 99.40 % | 500,000 | 500,000 | 497,585 | 497,585 | 488,123 EUR | 493,109 EUR | 99.99% | 99.99% |
10/07/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,206 EUR | 493,206 EUR | 100.00% | 100.00% |
09/07/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,872 EUR | 489,872 EUR | 99.59% | 99.59% |
08/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,420 EUR | 497,420 EUR | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,434 EUR | 497,434 EUR | 100.00% | 100.00% |
04/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 497,448 | 497,448 | 491,171 EUR | 496,155 EUR | 99.39% | 99.39% |
03/07/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,108 EUR | 497,108 EUR | 100.00% | 100.00% |
02/07/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 498,833 | 498,833 | 481,580 EUR | 486,573 EUR | 100.00% | 100.00% |