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% | 100.50 % | 100.81 % | 500,000 | 100,000 | 494,970 | 98,994 | 497,444 EUR | 99,796 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,479 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,479 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,444 EUR | 498,981 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,445 EUR | 498,982 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,444 EUR | 498,980 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,942 | 494,942 | 496,922 EUR | 498,459 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,968 | 494,968 | 497,152 EUR | 498,687 EUR | 100.00% | 100.00% |