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 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,562 EUR | 497,097 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,528 EUR | 497,058 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,374 EUR | 496,904 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,884 EUR | 496,421 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,459 EUR | 495,996 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,975 EUR | 496,510 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,004 EUR | 493,542 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,942 | 494,942 | 494,941 EUR | 496,478 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,409 EUR | 495,946 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 493,668 EUR | 495,204 EUR | 100.00% | 100.00% |