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% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,250 EUR | 529,750 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,350 EUR | 529,850 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,350 EUR | 529,850 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,250 EUR | 529,750 EUR | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,250 EUR | 529,750 EUR | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,250 EUR | 529,750 EUR | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,368 EUR | 529,868 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,350 EUR | 529,850 EUR | 98.27% | 98.27% |
03/07/2024 | 0.47% | 105.44 % | 105.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,161 EUR | 529,661 EUR | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.42 % | 105.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,100 EUR | 529,600 EUR | 100.00% | 100.00% |