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% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,798 EUR | 498,286 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.40 % | 100.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,654 EUR | 498,141 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,972 | 494,972 | 496,441 EUR | 497,928 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,927 | 494,927 | 495,902 EUR | 497,389 EUR | 99.14% | 99.14% |
09/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,251 EUR | 497,739 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,960 EUR | 497,447 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,969 EUR | 497,457 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,942 | 494,942 | 495,933 EUR | 497,421 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,628 EUR | 497,116 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,968 | 494,968 | 495,958 EUR | 497,445 EUR | 100.00% | 100.00% |