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% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,906 EUR | 501,453 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,158 EUR | 502,701 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,385 EUR | 501,928 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,453 EUR | 501,003 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,442 EUR | 500,992 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,004 EUR | 501,552 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,987 EUR | 501,537 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,926 EUR | 502,476 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,546 EUR | 501,096 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,867 EUR | 502,416 EUR | 100.00% | 100.00% |