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% | 100.00 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 EUR | 100,500 EUR | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 503,000 EUR | 96.25% | 96.25% |
11/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 493,115 | 493,115 | 493,598 EUR | 496,084 EUR | 99.32% | 99.32% |
10/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 503,000 EUR | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 503,000 EUR | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 503,000 EUR | 100.00% | 100.00% |
05/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 503,500 EUR | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 503,500 EUR | 98.67% | 98.67% |
03/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 503,500 EUR | 99.75% | 99.75% |
02/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 503,500 EUR | 95.28% | 95.28% |