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% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,000 EUR | 504,000 EUR | 92.12% | 92.12% |
12/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,500 EUR | 504,250 EUR | 94.94% | 94.94% |
11/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,500 EUR | 504,250 EUR | 91.76% | 91.76% |
10/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 91.62% | 91.62% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 94.55% | 94.55% |
08/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 91.16% | 91.16% |
05/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 92.74% | 92.74% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,500 EUR | 504,750 EUR | 86.63% | 86.63% |
03/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,500 EUR | 504,750 EUR | 95.36% | 95.36% |
02/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,970 EUR | 504,984 EUR | 97.04% | 97.04% |