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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.47% | 105.53 % | 106.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,082 EUR | 529,582 EUR | 99.82% | 99.82% |
24/07/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,826 EUR | 530,326 EUR | 92.49% | 92.49% |
23/07/2024 | 0.47% | 105.54 % | 106.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,793 EUR | 530,293 EUR | 100.00% | 100.00% |
22/07/2024 | 0.47% | 105.53 % | 106.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,731 EUR | 530,231 EUR | 100.00% | 100.00% |
19/07/2024 | 0.47% | 105.37 % | 105.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,186 EUR | 529,686 EUR | 99.75% | 99.75% |
18/07/2024 | 0.47% | 105.46 % | 105.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,343 EUR | 529,843 EUR | 99.75% | 99.75% |
17/07/2024 | 0.47% | 105.36 % | 105.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,968 EUR | 529,468 EUR | 99.77% | 99.77% |
16/07/2024 | 0.47% | 105.42 % | 105.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,246 EUR | 529,746 EUR | 89.70% | 89.70% |
15/07/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,851 EUR | 530,351 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,791 EUR | 530,291 EUR | 78.76% | 78.76% |