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 | 0.32% | 100.00 % | 100.31 % | 500,000 | 100,000 | 494,956 | 98,991 | 494,956 EUR | 99,298 EUR | 99.73% | 99.73% |
12/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,970 EUR | 496,500 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,714 EUR | 496,244 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,413 EUR | 495,950 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,720 EUR | 496,257 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,493 EUR | 496,029 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,373 EUR | 495,910 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,942 | 494,942 | 494,402 EUR | 495,939 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,474 EUR | 496,012 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 493,599 EUR | 495,135 EUR | 100.00% | 100.00% |