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 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,879 EUR | 502,367 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,544 EUR | 502,032 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,084 EUR | 501,571 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,772 EUR | 501,259 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,340 EUR | 500,828 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.90 % | 101.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,830 EUR | 501,318 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,511 EUR | 501,999 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,942 | 494,942 | 499,628 EUR | 501,116 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,075 EUR | 501,563 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 495,148 | 495,148 | 498,598 EUR | 500,086 EUR | 99.48% | 99.48% |