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 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,419 EUR | 511,419 EUR | 100.00% | 100.00% |
12/07/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,038 EUR | 515,038 EUR | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,336 EUR | 515,336 EUR | 100.00% | 100.00% |
10/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,433 EUR | 513,433 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,966 EUR | 510,966 EUR | 99.58% | 99.58% |
08/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,559 EUR | 509,559 EUR | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,159 EUR | 501,159 EUR | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,387 EUR | 501,387 EUR | 99.45% | 99.45% |
03/07/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,868 EUR | 497,868 EUR | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 499,852 | 491,266 EUR | 496,119 EUR | 100.00% | 100.00% |