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% | 104.12 % | 104.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,587 EUR | 523,087 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.11 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,537 EUR | 523,037 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.07 % | 104.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,383 EUR | 522,883 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,250 EUR | 522,750 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,208 EUR | 522,708 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.02 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 EUR | 522,550 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,927 EUR | 522,427 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,892 EUR | 522,392 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.91 % | 104.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,418 EUR | 521,918 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,060 EUR | 521,560 EUR | 100.00% | 100.00% |