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 | 0.31% | 100.10 % | 100.41 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 EUR | 100,410 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 502,043 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 502,043 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,146 EUR | 501,696 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 EUR | 501,550 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 EUR | 501,548 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 EUR | 501,550 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 EUR | 501,550 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,920 EUR | 501,470 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 501,048 EUR | 100.00% | 100.00% |