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 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,767 EUR | 529,267 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.34 % | 105.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,683 EUR | 529,183 EUR | 78.75% | 78.75% |
11/07/2024 | 0.47% | 105.30 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,382 EUR | 528,882 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.24 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,134 EUR | 528,634 EUR | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.16 % | 105.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,804 EUR | 528,304 EUR | 97.75% | 97.75% |
08/07/2024 | 0.47% | 105.24 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,143 EUR | 528,643 EUR | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.19 % | 105.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,135 EUR | 528,635 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.18 % | 105.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,884 EUR | 528,384 EUR | 98.26% | 98.26% |
03/07/2024 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,420 EUR | 527,920 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,931 EUR | 527,431 EUR | 100.00% | 100.00% |