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% | 102.00 % | 102.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,333 EUR | 506,821 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 102.30 % | 102.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,343 EUR | 507,830 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 102.30 % | 102.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,970 EUR | 507,457 EUR | 100.00% | 100.00% |
10/07/2024 | 0.30% | 102.30 % | 102.60 % | 500,000 | 500,000 | 494,971 | 494,971 | 506,077 EUR | 507,565 EUR | 100.00% | 100.00% |
09/07/2024 | 0.30% | 102.00 % | 102.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,210 EUR | 506,698 EUR | 100.00% | 100.00% |
08/07/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,577 EUR | 507,065 EUR | 100.00% | 100.00% |
05/07/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,521 EUR | 507,009 EUR | 100.00% | 100.00% |
04/07/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,942 | 494,942 | 505,004 EUR | 506,491 EUR | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.90 % | 102.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,687 EUR | 506,174 EUR | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,826 EUR | 505,314 EUR | 100.00% | 100.00% |