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 | 0.69% | 100.99 % | 101.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,491 EUR | 152,541 EUR | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.95 % | 101.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,306 EUR | 152,356 EUR | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.83 % | 101.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,147 EUR | 152,197 EUR | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.76 % | 101.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,147 EUR | 152,197 EUR | 94.73% | 94.73% |
09/07/2024 | 0.69% | 100.71 % | 101.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,172 EUR | 152,222 EUR | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.74 % | 101.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,162 EUR | 152,212 EUR | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.77 % | 101.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,164 EUR | 152,214 EUR | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,017 EUR | 152,067 EUR | 98.25% | 98.25% |
03/07/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,860 EUR | 151,910 EUR | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.41 % | 101.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,578 EUR | 151,628 EUR | 100.00% | 100.00% |