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 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,790 EUR | 509,894 EUR | 99.35% | 99.35% |
12/07/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,260 EUR | 510,628 EUR | 99.35% | 99.35% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,660 EUR | 509,830 EUR | 99.35% | 99.35% |
10/07/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,500 EUR | 509,749 EUR | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,940 EUR | 509,972 EUR | 99.35% | 99.35% |
08/07/2024 | 0.49% | 101.70 % | 102.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,990 EUR | 510,995 EUR | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,880 EUR | 510,939 EUR | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.70 % | 102.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,400 EUR | 510,701 EUR | 99.35% | 99.35% |
03/07/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,410 EUR | 510,205 EUR | 99.35% | 99.35% |
02/07/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,400 EUR | 509,701 EUR | 99.35% | 99.35% |