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% | 101.10 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,471 EUR | 509,519 EUR | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.00 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,962 EUR | 509,005 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,010 EUR | 509,010 EUR | 100.00% | 100.00% |
10/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,407 EUR | 508,407 EUR | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.60 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,379 EUR | 507,429 EUR | 99.59% | 99.59% |
08/07/2024 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,357 EUR | 508,405 EUR | 100.00% | 100.00% |
05/07/2024 | 0.80% | 100.70 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,793 EUR | 507,843 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 508,050 EUR | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.70 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,402 EUR | 507,452 EUR | 99.99% | 99.99% |
02/07/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,419 EUR | 505,468 EUR | 100.00% | 100.00% |