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 | 0.68% | 103.13 % | 103.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,689 EUR | 155,739 EUR | 100.00% | 100.00% |
12/07/2024 | 0.68% | 103.10 % | 103.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,657 EUR | 155,707 EUR | 78.50% | 78.50% |
11/07/2024 | 0.68% | 103.13 % | 103.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,669 EUR | 155,719 EUR | 100.00% | 100.00% |
10/07/2024 | 0.68% | 103.01 % | 103.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,447 EUR | 155,497 EUR | 94.73% | 94.73% |
09/07/2024 | 0.68% | 102.97 % | 103.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,513 EUR | 155,563 EUR | 97.76% | 97.76% |
08/07/2024 | 0.68% | 102.85 % | 103.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,265 EUR | 155,315 EUR | 99.78% | 99.78% |
05/07/2024 | 0.68% | 102.80 % | 103.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,204 EUR | 155,254 EUR | 100.00% | 100.00% |
04/07/2024 | 0.68% | 102.80 % | 103.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,152 EUR | 155,202 EUR | 98.26% | 98.26% |
03/07/2024 | 0.68% | 102.71 % | 103.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,034 EUR | 155,084 EUR | 100.00% | 100.00% |
02/07/2024 | 0.68% | 102.52 % | 103.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,649 EUR | 154,699 EUR | 99.99% | 99.99% |