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 | 0.60% | 102.10 % | 102.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,820 EUR | 508,794 EUR | 100.00% | 100.00% |
12/07/2024 | 0.60% | 102.30 % | 102.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 504,137 EUR | 507,111 EUR | 99.99% | 99.99% |
11/07/2024 | 0.60% | 101.70 % | 102.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,838 EUR | 506,813 EUR | 100.00% | 100.00% |
10/07/2024 | 0.60% | 101.70 % | 102.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,269 EUR | 506,243 EUR | 100.00% | 100.00% |
09/07/2024 | 0.61% | 101.40 % | 102.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,027 EUR | 506,001 EUR | 100.00% | 100.00% |
08/07/2024 | 0.60% | 101.70 % | 102.30 % | 500,000 | 500,000 | 494,949 | 494,949 | 504,296 EUR | 507,270 EUR | 99.60% | 99.60% |
05/07/2024 | 0.61% | 101.60 % | 102.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,605 EUR | 505,580 EUR | 100.00% | 100.00% |
04/07/2024 | 0.61% | 101.60 % | 102.20 % | 500,000 | 500,000 | 494,942 | 494,942 | 502,571 EUR | 505,545 EUR | 99.46% | 99.46% |
03/07/2024 | 0.61% | 101.50 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,835 EUR | 504,809 EUR | 100.00% | 100.00% |
02/07/2024 | 0.61% | 100.90 % | 101.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,193 EUR | 502,167 EUR | 100.00% | 100.00% |