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 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,013 EUR | 508,061 EUR | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,112 EUR | 508,112 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,541 EUR | 507,541 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.60 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,745 EUR | 506,795 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,113 EUR | 506,163 EUR | 99.58% | 99.58% |
08/07/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,034 EUR | 507,034 EUR | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,837 EUR | 506,837 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.40 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 EUR | 506,050 EUR | 99.46% | 99.46% |
03/07/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,456 EUR | 505,506 EUR | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,984 EUR | 505,984 EUR | 100.00% | 100.00% |