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% | 102.30 % | 102.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,740 EUR | 508,275 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 102.40 % | 102.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,882 EUR | 508,412 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 102.40 % | 102.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 507,107 EUR | 508,636 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 102.50 % | 102.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,840 EUR | 508,377 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 102.30 % | 102.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,584 EUR | 508,121 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 102.50 % | 102.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 507,388 EUR | 508,923 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 102.20 % | 102.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 505,851 EUR | 507,388 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 102.40 % | 102.71 % | 500,000 | 500,000 | 494,942 | 494,942 | 506,707 EUR | 508,244 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 102.50 % | 102.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 507,408 EUR | 508,945 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 102.40 % | 102.71 % | 500,000 | 500,000 | 494,968 | 494,968 | 507,280 EUR | 508,816 EUR | 100.00% | 100.00% |