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% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,682 EUR | 507,230 EUR | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,443 EUR | 506,986 EUR | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,115 EUR | 507,657 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,417 EUR | 506,967 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 493,483 | 505,121 EUR | 500,074 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,814 EUR | 507,362 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,122 EUR | 506,672 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,448 EUR | 506,998 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,080 EUR | 506,630 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,933 EUR | 505,482 EUR | 100.00% | 100.00% |