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% | 104.41 % | 104.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,038 EUR | 524,538 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.41 % | 104.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,195 EUR | 524,695 EUR | 78.75% | 78.75% |
11/07/2024 | 0.48% | 104.42 % | 104.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,207 EUR | 524,707 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.39 % | 104.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,985 EUR | 524,485 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.35 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,948 EUR | 524,448 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.43 % | 104.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,336 EUR | 524,836 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 104.49 % | 104.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,511 EUR | 525,011 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.47 % | 104.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,447 EUR | 524,947 EUR | 98.26% | 98.26% |
03/07/2024 | 0.48% | 104.39 % | 104.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,562 EUR | 524,062 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.23 % | 104.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,418 EUR | 522,918 EUR | 100.00% | 100.00% |