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 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,830 EUR | 496,830 EUR | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,189 EUR | 505,189 EUR | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,390 EUR | 501,390 EUR | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,451 EUR | 497,451 EUR | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,241 EUR | 498,241 EUR | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,774 EUR | 500,774 EUR | 99.11% | 99.11% |
05/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,919 EUR | 504,919 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,076 EUR | 503,076 EUR | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,878 EUR | 501,878 EUR | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,388 EUR | 500,388 EUR | 100.00% | 100.00% |