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 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,068 EUR | 508,616 EUR | 99.99% | 99.99% |
12/07/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,262 EUR | 508,805 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,521 EUR | 509,064 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,758 EUR | 509,308 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,443 EUR | 508,993 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,440 EUR | 507,988 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,385 EUR | 507,935 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,779 EUR | 509,329 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,079 EUR | 509,629 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,168 EUR | 507,717 EUR | 100.00% | 100.00% |