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% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,126 EUR | 503,661 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,659 EUR | 503,189 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,951 EUR | 502,481 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,614 EUR | 502,151 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,838 EUR | 501,375 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,509 EUR | 502,045 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,784 EUR | 500,321 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,942 | 494,942 | 500,305 EUR | 501,842 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,568 EUR | 502,105 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 495,148 | 495,148 | 499,318 EUR | 500,854 EUR | 99.48% | 99.48% |