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 | 0.98% | 101.40 % | 102.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,000 EUR | 102,400 EUR | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,000 EUR | 102,200 EUR | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,985 EUR | 102,197 EUR | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,594 EUR | 101,919 EUR | 100.00% | 100.00% |
09/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,982 EUR | 101,796 EUR | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,139 EUR | 101,628 EUR | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,407 EUR | 101,681 EUR | 99.99% | 99.99% |
04/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,928 EUR | 101,586 EUR | 99.45% | 99.45% |
03/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,824 EUR | 101,565 EUR | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,322 EUR | 101,064 EUR | 99.99% | 99.99% |