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 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,740 EUR | 509,740 EUR | 100.00% | 100.00% |
12/07/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,748 EUR | 508,748 EUR | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,412 EUR | 508,412 EUR | 100.00% | 100.00% |
10/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,188 EUR | 505,188 EUR | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,467 EUR | 502,467 EUR | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,584 EUR | 504,584 EUR | 100.00% | 100.00% |
05/07/2024 | 0.99% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,168 EUR | 505,168 EUR | 100.00% | 100.00% |
04/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,431 EUR | 502,431 EUR | 99.46% | 99.46% |
03/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,308 EUR | 505,308 EUR | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,432 EUR | 497,432 EUR | 100.00% | 100.00% |