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% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,961 EUR | 520,461 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,687 EUR | 521,187 EUR | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,399 EUR | 520,899 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,889 EUR | 520,389 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,054 EUR | 519,554 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,302 EUR | 518,802 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.12 % | 103.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,766 EUR | 518,266 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 102.98 % | 103.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,624 EUR | 518,124 EUR | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,342 EUR | 516,842 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.77 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,049 EUR | 516,549 EUR | 100.00% | 100.00% |