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% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,379 EUR | 522,879 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.02 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,299 EUR | 522,799 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,343 EUR | 522,843 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,910 EUR | 522,410 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,682 EUR | 522,182 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,821 EUR | 522,321 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,697 EUR | 522,197 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,101 EUR | 521,601 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,216 EUR | 520,716 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.56 % | 104.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,733 EUR | 520,233 EUR | 100.00% | 100.00% |