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 | 518,213 EUR | 520,713 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,724 EUR | 520,224 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,960 EUR | 520,460 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.54 % | 104.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,728 EUR | 520,228 EUR | 94.74% | 94.74% |
09/07/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,543 EUR | 520,043 EUR | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.43 % | 103.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,650 EUR | 520,150 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.43 % | 103.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,414 EUR | 519,914 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,291 EUR | 519,791 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.41 % | 103.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,004 EUR | 519,504 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,513 EUR | 519,013 EUR | 100.00% | 100.00% |