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% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,278 EUR | 501,813 EUR | 99.99% | 99.99% |
12/07/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,970 EUR | 501,500 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,861 EUR | 500,390 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,377 EUR | 499,914 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,597 EUR | 499,134 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,430 EUR | 499,966 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,231 EUR | 500,769 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,942 | 494,942 | 498,142 EUR | 499,679 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,354 EUR | 499,892 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 495,148 | 495,148 | 496,737 EUR | 498,273 EUR | 99.48% | 99.48% |