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 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 EUR | 510,500 EUR | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,969 EUR | 510,969 EUR | 96.25% | 96.25% |
11/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 510,500 EUR | 99.52% | 99.52% |
10/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,879 EUR | 509,879 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,783 EUR | 509,783 EUR | 99.58% | 99.58% |
08/07/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,064 EUR | 510,064 EUR | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,412 EUR | 510,412 EUR | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,694 EUR | 509,694 EUR | 98.67% | 98.67% |
03/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,496 EUR | 509,496 EUR | 99.75% | 99.75% |
02/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 EUR | 508,500 EUR | 95.28% | 95.28% |