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% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,250 EUR | 520,750 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,200 EUR | 520,700 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.62 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,100 EUR | 520,600 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,950 EUR | 520,450 EUR | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,900 EUR | 520,400 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,850 EUR | 520,350 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.56 % | 104.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,800 EUR | 520,300 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,750 EUR | 520,250 EUR | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,600 EUR | 520,100 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,500 EUR | 520,000 EUR | 100.00% | 100.00% |