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 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,342 EUR | 504,842 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 504,500 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,473 EUR | 504,973 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,207 EUR | 504,707 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,591 EUR | 504,091 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,388 EUR | 504,888 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,079 EUR | 504,579 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,001 EUR | 504,501 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,361 EUR | 504,861 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,419 EUR | 502,919 EUR | 100.00% | 100.00% |