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 | 0.47% | 105.03 % | 105.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,150 EUR | 527,650 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.04 % | 105.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,200 EUR | 527,700 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.03 % | 105.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,150 EUR | 527,650 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 EUR | 527,500 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 EUR | 527,500 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.99 % | 105.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,950 EUR | 527,450 EUR | 99.79% | 99.79% |
05/07/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 EUR | 527,500 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.99 % | 105.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,950 EUR | 527,450 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 104.96 % | 105.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,800 EUR | 527,300 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.95 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,750 EUR | 527,250 EUR | 100.00% | 100.00% |