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 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 EUR | 502,000 EUR | 98.69% | 98.69% |
12/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 EUR | 501,500 EUR | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,348 EUR | 499,348 EUR | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 EUR | 502,500 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,626 EUR | 499,626 EUR | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,700 EUR | 499,700 EUR | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 EUR | 502,000 EUR | 96.58% | 96.58% |
04/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,878 EUR | 499,878 EUR | 99.46% | 99.46% |
03/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,853 EUR | 499,853 EUR | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,998 EUR | 497,998 EUR | 100.00% | 100.00% |