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% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,907 | 494,907 | 502,525 EUR | 504,060 EUR | 98.77% | 98.77% |
12/07/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,338 EUR | 503,868 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,184 EUR | 503,713 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,922 EUR | 503,459 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,374 EUR | 503,912 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,923 | 494,923 | 501,355 EUR | 502,890 EUR | 99.08% | 99.08% |
05/07/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,831 | 494,831 | 501,002 EUR | 502,539 EUR | 97.32% | 97.32% |
04/07/2024 | 0.32% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,942 | 494,942 | 502,867 EUR | 504,404 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,906 EUR | 504,443 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,576 EUR | 503,111 EUR | 100.00% | 100.00% |