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% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 96.21% | 96.21% |
12/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 EUR | 504,500 EUR | 96.93% | 96.93% |
11/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,450 EUR | 504,723 EUR | 97.40% | 97.40% |
10/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,500 EUR | 504,750 EUR | 93.96% | 93.96% |
09/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,500 EUR | 504,750 EUR | 97.80% | 97.80% |
08/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,500 EUR | 504,750 EUR | 93.85% | 93.85% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,000 EUR | 504,998 EUR | 98.19% | 98.19% |
04/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,000 EUR | 505,000 EUR | 89.73% | 89.73% |
03/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,000 EUR | 505,000 EUR | 96.72% | 96.72% |
02/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,120 EUR | 505,060 EUR | 97.59% | 97.59% |