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% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,874 EUR | 499,409 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,936 EUR | 499,466 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,104 EUR | 498,634 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,948 EUR | 498,485 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,939 EUR | 497,476 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,725 EUR | 499,260 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,270 EUR | 496,807 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,942 | 494,942 | 497,686 EUR | 499,223 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,130 EUR | 498,667 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,066 EUR | 497,602 EUR | 100.00% | 100.00% |