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 | 0.70% | 99.77 % | 100.47 % | 200,000 | 200,000 | 200,000 | 200,000 | 199,476 EUR | 200,876 EUR | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.46 % | 100.16 % | 200,000 | 200,000 | 200,000 | 200,000 | 198,615 EUR | 200,015 EUR | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.42 % | 100.12 % | 200,000 | 200,000 | 200,000 | 200,000 | 198,533 EUR | 199,933 EUR | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.04 % | 99.74 % | 200,000 | 200,000 | 200,000 | 200,000 | 198,696 EUR | 200,096 EUR | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.45 % | 100.15 % | 200,000 | 200,000 | 200,000 | 200,000 | 199,057 EUR | 200,457 EUR | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.85 % | 100.55 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,068 EUR | 201,468 EUR | 99.79% | 99.79% |
05/07/2024 | 0.70% | 100.13 % | 100.83 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,583 EUR | 201,983 EUR | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.30 % | 101.00 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,577 EUR | 201,977 EUR | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.21 % | 100.91 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,194 EUR | 201,594 EUR | 100.00% | 100.00% |