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 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,984 EUR | 504,532 EUR | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,190 EUR | 504,733 EUR | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,834 EUR | 504,377 EUR | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,807 EUR | 502,357 EUR | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,484 EUR | 501,034 EUR | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,373 EUR | 505,921 EUR | 99.11% | 99.11% |
05/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,508 EUR | 506,058 EUR | 100.00% | 100.00% |
04/07/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,319 EUR | 507,869 EUR | 99.46% | 99.46% |
03/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,477 EUR | 507,027 EUR | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,313 EUR | 502,861 EUR | 100.00% | 100.00% |