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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,518 EUR | 498,018 EUR | 99.80% | 99.80% |
24/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,781 EUR | 500,281 EUR | 89.61% | 89.61% |
23/07/2024 | 0.50% | 100.37 % | 100.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,561 EUR | 504,061 EUR | 100.00% | 100.00% |
22/07/2024 | 0.50% | 100.46 % | 100.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,632 EUR | 504,132 EUR | 100.00% | 100.00% |
19/07/2024 | 0.50% | 99.52 % | 100.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,463 EUR | 500,963 EUR | 99.75% | 99.75% |
18/07/2024 | 0.50% | 100.27 % | 100.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,312 EUR | 504,812 EUR | 99.74% | 99.74% |
17/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,227 EUR | 503,727 EUR | 99.78% | 99.78% |
16/07/2024 | 0.50% | 100.16 % | 100.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,382 EUR | 502,882 EUR | 89.72% | 89.72% |
15/07/2024 | 0.50% | 100.32 % | 100.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,529 EUR | 505,029 EUR | 100.00% | 100.00% |
12/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,015 EUR | 506,515 EUR | 78.76% | 78.76% |