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% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,173 EUR | 500,708 EUR | 99.99% | 99.99% |
12/07/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,211 EUR | 499,741 EUR | 100.00% | 100.00% |
11/07/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,627 EUR | 498,156 EUR | 100.00% | 100.00% |
10/07/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,275 EUR | 500,812 EUR | 100.00% | 100.00% |
09/07/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,476 EUR | 498,013 EUR | 100.00% | 100.00% |
08/07/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,805 EUR | 498,340 EUR | 100.00% | 100.00% |
05/07/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,860 EUR | 499,397 EUR | 100.00% | 100.00% |
04/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,502 EUR | 495,039 EUR | 99.46% | 99.46% |
03/07/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,552 EUR | 496,089 EUR | 100.00% | 100.00% |
02/07/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,909 | 494,909 | 488,784 EUR | 490,320 EUR | 98.85% | 98.85% |