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% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,907 | 494,907 | 501,667 EUR | 503,155 EUR | 98.77% | 98.77% |
12/07/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,247 EUR | 502,735 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,075 EUR | 502,563 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,719 EUR | 501,207 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,068 EUR | 501,555 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,923 | 494,923 | 499,248 EUR | 500,735 EUR | 99.08% | 99.08% |
05/07/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,831 | 494,831 | 499,512 EUR | 500,999 EUR | 97.32% | 97.32% |
04/07/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,942 | 494,942 | 501,487 EUR | 502,974 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,297 EUR | 502,784 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,407 EUR | 499,894 EUR | 100.00% | 100.00% |