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% | 104.06 % | 104.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,369 EUR | 522,869 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,156 EUR | 522,656 EUR | 78.49% | 78.49% |
11/07/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,966 EUR | 522,466 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,674 EUR | 522,174 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,710 EUR | 522,210 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,740 EUR | 522,240 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,507 EUR | 522,007 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,360 EUR | 521,860 EUR | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.85 % | 104.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,150 EUR | 521,650 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.77 % | 104.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,753 EUR | 521,253 EUR | 100.00% | 100.00% |