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% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,726 EUR | 494,726 EUR | 100.00% | 100.00% |
12/07/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,963 EUR | 499,963 EUR | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,772 EUR | 495,772 EUR | 100.00% | 100.00% |