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 | 499,220 EUR | 500,720 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,004 EUR | 500,504 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,675 EUR | 500,175 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,916 EUR | 499,416 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,417 EUR | 498,917 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,582 EUR | 500,082 EUR | 99.11% | 99.11% |
05/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,645 EUR | 500,145 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,966 EUR | 500,466 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,852 EUR | 499,352 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,198 EUR | 498,698 EUR | 100.00% | 100.00% |