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 | 0.50% | 100.12 % | 100.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,127 EUR | 503,627 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.27 % | 100.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,943 EUR | 503,443 EUR | 78.49% | 78.49% |
11/07/2024 | 0.50% | 100.18 % | 100.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,706 EUR | 503,206 EUR | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.03 % | 100.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,958 EUR | 502,458 EUR | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,533 EUR | 502,033 EUR | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.89 % | 100.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,577 EUR | 502,077 EUR | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.87 % | 100.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,520 EUR | 502,020 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.92 % | 100.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,598 EUR | 502,098 EUR | 98.25% | 98.25% |
03/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,154 EUR | 501,654 EUR | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,160 EUR | 500,660 EUR | 100.00% | 100.00% |