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% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,608 EUR | 502,108 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.20 % | 100.50 % | 500,000 | 500,000 | 496,240 | 496,240 | 497,147 EUR | 498,644 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,006 EUR | 501,506 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,328 EUR | 500,828 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,431 EUR | 499,931 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,824 EUR | 500,324 EUR | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,520 EUR | 500,020 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,484 EUR | 499,984 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,454 EUR | 499,954 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,419 EUR | 498,919 EUR | 100.00% | 100.00% |