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% | 102.40 % | 102.71 % | 500,000 | 500,000 | 494,907 | 494,907 | 506,484 EUR | 508,018 EUR | 98.77% | 98.77% |
12/07/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,778 EUR | 506,308 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 102.10 % | 102.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,058 EUR | 505,587 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,753 EUR | 503,290 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,530 EUR | 504,067 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,923 | 494,923 | 502,340 EUR | 503,875 EUR | 99.08% | 99.08% |
05/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,831 | 494,831 | 502,363 EUR | 503,900 EUR | 97.32% | 97.32% |
04/07/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,942 | 494,942 | 505,483 EUR | 507,020 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,874 EUR | 505,411 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,670 EUR | 500,206 EUR | 100.00% | 100.00% |