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% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,450 EUR | 522,950 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.08 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,400 EUR | 522,900 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.07 % | 104.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,350 EUR | 522,850 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,200 EUR | 522,700 EUR | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 EUR | 522,650 EUR | 97.76% | 97.76% |
08/07/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 EUR | 522,550 EUR | 99.76% | 99.76% |
05/07/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,000 EUR | 522,500 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.99 % | 104.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,950 EUR | 522,450 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,800 EUR | 522,300 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,750 EUR | 522,250 EUR | 100.00% | 100.00% |