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% | 100.20 % | 100.51 % | 500,000 | 100,000 | 494,970 | 98,994 | 495,960 EUR | 99,499 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,960 EUR | 497,489 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,682 EUR | 497,211 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,843 EUR | 497,380 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,631 EUR | 497,168 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,960 EUR | 497,495 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,464 EUR | 497,001 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,942 | 494,942 | 495,437 EUR | 496,974 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,468 EUR | 497,005 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,968 | 494,968 | 495,463 EUR | 496,998 EUR | 100.00% | 100.00% |