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 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,310 EUR | 510,155 EUR | 98.82% | 98.82% |
12/07/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,640 EUR | 509,322 EUR | 98.82% | 98.82% |
11/07/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,120 EUR | 508,562 EUR | 99.32% | 99.32% |
10/07/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,530 EUR | 508,264 EUR | 98.39% | 98.39% |
09/07/2024 | 0.49% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,760 EUR | 508,378 EUR | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,310 EUR | 509,155 EUR | 97.44% | 97.44% |
05/07/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,010 EUR | 509,505 EUR | 98.13% | 98.13% |
04/07/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,700 EUR | 509,348 EUR | 93.20% | 93.20% |
03/07/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,720 EUR | 509,358 EUR | 99.35% | 99.35% |
02/07/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,480 EUR | 508,741 EUR | 98.99% | 98.99% |