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% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,562 EUR | 501,562 EUR | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,330 EUR | 502,330 EUR | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,479 EUR | 502,479 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,058 EUR | 500,058 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,173 EUR | 498,173 EUR | 99.59% | 99.59% |
08/07/2024 | 1.00% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,750 EUR | 500,750 EUR | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,852 EUR | 500,852 EUR | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,859 EUR | 497,859 EUR | 99.46% | 99.46% |
03/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,471 EUR | 496,471 EUR | 100.00% | 100.00% |
02/07/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,682 EUR | 489,682 EUR | 100.00% | 100.00% |