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 | 0.81% | 100.50 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,804 EUR | 503,769 EUR | 100.00% | 100.00% |
12/07/2024 | 0.81% | 100.80 % | 101.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,315 EUR | 503,280 EUR | 100.00% | 100.00% |
11/07/2024 | 0.81% | 101.50 % | 102.30 % | 500,000 | 500,000 | 494,941 | 494,941 | 500,259 EUR | 504,224 EUR | 99.42% | 99.42% |
10/07/2024 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,628 EUR | 497,593 EUR | 100.00% | 100.00% |
09/07/2024 | 0.82% | 99.80 % | 100.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,053 EUR | 498,018 EUR | 100.00% | 100.00% |
08/07/2024 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,253 EUR | 498,218 EUR | 100.00% | 100.00% |
05/07/2024 | 0.83% | 98.80 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,355 EUR | 493,320 EUR | 100.00% | 100.00% |
04/07/2024 | 0.83% | 98.80 % | 99.60 % | 500,000 | 500,000 | 494,942 | 494,942 | 489,556 EUR | 493,521 EUR | 99.45% | 99.45% |
03/07/2024 | 0.84% | 97.80 % | 98.60 % | 500,000 | 500,000 | 494,903 | 494,903 | 484,574 EUR | 488,539 EUR | 98.69% | 98.69% |
02/07/2024 | 0.86% | 95.90 % | 96.70 % | 500,000 | 500,000 | 494,883 | 494,883 | 470,051 EUR | 474,016 EUR | 98.35% | 98.35% |