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% | 106.25 % | 106.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,250 EUR | 533,750 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.30 % | 106.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,500 EUR | 534,000 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.31 % | 106.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,550 EUR | 534,050 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.30 % | 106.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,500 EUR | 534,000 EUR | 94.73% | 94.73% |
09/07/2024 | 0.47% | 106.32 % | 106.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,600 EUR | 534,100 EUR | 97.77% | 97.77% |
08/07/2024 | 0.47% | 106.33 % | 106.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,650 EUR | 534,150 EUR | 99.78% | 99.78% |
05/07/2024 | 0.47% | 106.38 % | 106.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,936 EUR | 534,436 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.39 % | 106.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,950 EUR | 534,450 EUR | 98.25% | 98.25% |
03/07/2024 | 0.47% | 106.36 % | 106.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,800 EUR | 534,300 EUR | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.35 % | 106.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,750 EUR | 534,250 EUR | 100.00% | 100.00% |