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% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,907 | 494,907 | 500,406 EUR | 501,940 EUR | 98.77% | 98.77% |
12/07/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,915 EUR | 501,445 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,396 EUR | 501,925 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,226 EUR | 500,763 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,530 EUR | 501,067 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,923 | 494,923 | 498,258 EUR | 499,794 EUR | 99.08% | 99.08% |
05/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,831 | 494,831 | 498,897 EUR | 500,434 EUR | 97.32% | 97.32% |
04/07/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,942 | 494,942 | 500,757 EUR | 502,294 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,646 EUR | 502,183 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,001 EUR | 499,537 EUR | 100.00% | 100.00% |