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% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,800 EUR | 524,300 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.34 % | 104.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,700 EUR | 524,200 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.33 % | 104.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,650 EUR | 524,150 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,500 EUR | 524,000 EUR | 94.73% | 94.73% |
09/07/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,450 EUR | 523,950 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.28 % | 104.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,400 EUR | 523,900 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 104.27 % | 104.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,343 EUR | 523,843 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.25 % | 104.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,254 EUR | 523,754 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 104.22 % | 104.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,102 EUR | 523,602 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.21 % | 104.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,989 EUR | 523,489 EUR | 100.00% | 100.00% |