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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/08/2024 | 0.78% | 102.36 % | 103.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,800 EUR | 515,800 EUR | 100.00% | 100.00% |
12/08/2024 | 0.78% | 102.35 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,750 EUR | 515,750 EUR | 98.30% | 98.30% |
09/08/2024 | 0.78% | 102.34 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,700 EUR | 515,700 EUR | 100.00% | 100.00% |
08/08/2024 | 0.78% | 102.33 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,650 EUR | 515,650 EUR | 99.89% | 99.89% |
07/08/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 EUR | 515,500 EUR | 99.40% | 99.40% |
06/08/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,494 EUR | 515,494 EUR | 100.00% | 100.00% |
02/08/2024 | 0.78% | 102.28 % | 103.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,318 EUR | 515,318 EUR | 100.00% | 100.00% |
30/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,969 EUR | 514,969 EUR | 100.00% | 100.00% |
29/07/2024 | 0.78% | 102.18 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,900 EUR | 514,900 EUR | 100.00% | 100.00% |
25/07/2024 | 0.78% | 102.16 % | 102.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,800 EUR | 514,800 EUR | 99.82% | 99.82% |