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% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,250 EUR | 503,624 EUR | 99.35% | 99.35% |
12/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,700 EUR | 503,850 EUR | 99.35% | 99.35% |
11/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,890 EUR | 503,946 EUR | 99.35% | 99.35% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,630 EUR | 503,815 EUR | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,720 EUR | 503,858 EUR | 98.74% | 98.74% |
08/07/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,320 EUR | 504,159 EUR | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,670 EUR | 503,337 EUR | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,020 EUR | 503,008 EUR | 99.35% | 99.35% |
03/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,086 EUR | 501,543 EUR | 99.35% | 99.35% |
02/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,708 EUR | 499,354 EUR | 99.35% | 99.35% |