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 | 0.31% | 100.00 % | 100.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,704 EUR | 497,192 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,446 EUR | 498,934 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,983 EUR | 498,471 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,392 EUR | 493,879 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,258 EUR | 492,745 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,025 EUR | 493,513 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,160 EUR | 494,647 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,942 | 494,942 | 495,815 EUR | 497,302 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,118 EUR | 495,605 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,723 EUR | 491,210 EUR | 100.00% | 100.00% |