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 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 504,000 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 503,543 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.70 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,494 EUR | 502,537 EUR | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,499 EUR | 502,499 EUR | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,200 EUR | 503,200 EUR | 99.59% | 99.59% |
08/07/2024 | 0.81% | 99.40 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,456 EUR | 501,505 EUR | 100.00% | 100.00% |
05/07/2024 | 0.81% | 99.60 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,024 EUR | 502,074 EUR | 100.00% | 100.00% |
04/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,499 EUR | 501,499 EUR | 99.45% | 99.45% |
03/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,493 EUR | 501,493 EUR | 100.00% | 100.00% |
02/07/2024 | 0.81% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,930 EUR | 499,978 EUR | 100.00% | 100.00% |