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 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,435 EUR | 503,435 EUR | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,357 EUR | 506,357 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,759 EUR | 506,759 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,980 EUR | 503,980 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,315 EUR | 503,315 EUR | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,579 EUR | 504,579 EUR | 100.00% | 100.00% |
05/07/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,760 EUR | 504,760 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,129 EUR | 503,129 EUR | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,263 EUR | 500,263 EUR | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 499,972 | 494,341 EUR | 499,313 EUR | 100.00% | 100.00% |