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 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,733 EUR | 505,733 EUR | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,676 EUR | 505,676 EUR | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,775 EUR | 499,775 EUR | 100.00% | 100.00% |
10/07/2024 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,619 EUR | 499,619 EUR | 100.00% | 100.00% |
09/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 499,950 | 491,193 EUR | 496,144 EUR | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,343 EUR | 497,343 EUR | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,929 EUR | 501,929 EUR | 100.00% | 100.00% |
04/07/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,248 EUR | 506,248 EUR | 99.45% | 99.45% |
03/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,023 EUR | 507,023 EUR | 100.00% | 100.00% |
02/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,995 EUR | 509,995 EUR | 100.00% | 100.00% |