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% | 101.80 % | 102.80 % | 500,000 | 500,000 | 495,790 | 495,790 | 504,706 EUR | 509,681 EUR | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 499,786 | 499,786 | 505,824 EUR | 510,822 EUR | 98.35% | 98.35% |
11/07/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 497,198 | 497,198 | 504,870 EUR | 508,859 EUR | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 499,213 | 499,213 | 507,244 EUR | 511,240 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 497,886 | 497,886 | 505,170 EUR | 509,161 EUR | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 499,434 | 499,434 | 506,149 EUR | 511,146 EUR | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 498,717 | 498,717 | 505,764 EUR | 510,757 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.20 % | 102.00 % | 500,000 | 500,000 | 489,665 | 489,665 | 495,510 EUR | 499,470 EUR | 99.45% | 99.45% |
03/07/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 480,104 | 480,104 | 484,763 EUR | 488,685 EUR | 100.00% | 100.00% |
02/07/2024 | 1.03% | 100.20 % | 101.20 % | 500,000 | 500,000 | 479,861 | 479,861 | 476,947 EUR | 481,826 EUR | 99.29% | 99.29% |