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 | 0.48% | 103.61 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,616 EUR | 522,116 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,586 EUR | 521,086 EUR | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,885 EUR | 519,385 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,190 EUR | 515,690 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,586 EUR | 516,086 EUR | 97.74% | 97.74% |
08/07/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,968 EUR | 515,468 EUR | 99.79% | 99.79% |
05/07/2024 | 0.49% | 102.37 % | 102.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,061 EUR | 515,561 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,674 EUR | 515,174 EUR | 98.27% | 98.27% |
03/07/2024 | 0.49% | 102.44 % | 102.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,030 EUR | 514,530 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,458 EUR | 512,958 EUR | 99.99% | 99.99% |