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 | 0.79% | 100.80 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 EUR | 508,500 EUR | 88.35% | 100.00% |
12/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,513 EUR | 508,513 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,538 EUR | 508,538 EUR | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 508,000 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 508,000 EUR | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,220 EUR | 508,220 EUR | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 508,000 EUR | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,073 EUR | 507,073 EUR | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 507,000 EUR | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,497 EUR | 507,497 EUR | 100.00% | 100.00% |