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% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,130 EUR | 499,630 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,011 EUR | 500,511 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,883 EUR | 499,383 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,677 EUR | 497,177 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,920 EUR | 496,420 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,592 EUR | 500,092 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,982 EUR | 499,482 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,681 EUR | 502,181 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,430 EUR | 501,930 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,248 EUR | 498,748 EUR | 100.00% | 100.00% |