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 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,315 EUR | 499,850 EUR | 100.00% | 100.00% |
12/07/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,545 EUR | 499,075 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,509 EUR | 498,039 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,384 EUR | 495,921 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,698 EUR | 495,235 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,934 EUR | 496,469 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,715 EUR | 496,253 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,942 | 494,942 | 494,809 EUR | 496,346 EUR | 99.45% | 99.45% |
03/07/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,039 EUR | 494,576 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,326 EUR | 489,862 EUR | 100.00% | 100.00% |