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 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,831 EUR | 505,318 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 101.70 % | 102.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,972 EUR | 504,459 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,234 EUR | 502,722 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,214 EUR | 501,702 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,684 EUR | 501,172 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,576 EUR | 502,063 EUR | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,920 EUR | 500,407 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,942 | 494,942 | 499,887 EUR | 501,374 EUR | 99.45% | 99.45% |
03/07/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,107 EUR | 501,595 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 495,148 | 495,148 | 498,259 EUR | 499,747 EUR | 99.48% | 99.48% |