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 | 0.57% | 105.00 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,065 EUR | 264,565 EUR | 100.00% | 100.00% |
12/07/2024 | 0.57% | 105.60 % | 106.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,901 EUR | 264,401 EUR | 78.49% | 78.49% |
11/07/2024 | 0.57% | 104.96 % | 105.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,171 EUR | 263,671 EUR | 100.00% | 100.00% |
10/07/2024 | 0.57% | 104.60 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,087 EUR | 262,587 EUR | 94.72% | 94.72% |
09/07/2024 | 0.57% | 104.12 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,135 EUR | 262,635 EUR | 97.75% | 97.75% |
08/07/2024 | 0.57% | 104.82 % | 105.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,636 EUR | 264,136 EUR | 99.78% | 99.78% |
05/07/2024 | 0.57% | 104.82 % | 105.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,727 EUR | 264,227 EUR | 100.00% | 100.00% |
04/07/2024 | 0.57% | 105.00 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,340 EUR | 263,840 EUR | 98.27% | 98.27% |
03/07/2024 | 0.57% | 104.75 % | 105.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,713 EUR | 263,213 EUR | 100.00% | 100.00% |
02/07/2024 | 0.58% | 104.18 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,107 EUR | 261,607 EUR | 100.00% | 100.00% |