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 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,535 EUR | 502,035 EUR | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,335 EUR | 501,835 EUR | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 EUR | 501,750 EUR | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,335 EUR | 501,835 EUR | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,454 EUR | 501,954 EUR | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 502,000 EUR | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,665 EUR | 502,165 EUR | 99.37% | 99.37% |
04/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,816 EUR | 502,316 EUR | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,834 EUR | 502,334 EUR | 98.48% | 98.48% |
02/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,335 EUR | 501,835 EUR | 99.38% | 99.38% |