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% | 104.56 % | 105.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,800 EUR | 525,300 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.57 % | 105.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,850 EUR | 525,350 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.56 % | 105.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,798 EUR | 525,298 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.52 % | 105.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,600 EUR | 525,100 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,548 EUR | 525,048 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,532 EUR | 525,032 EUR | 99.79% | 99.79% |
05/07/2024 | 0.48% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,539 EUR | 525,039 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,502 EUR | 525,002 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 104.46 % | 104.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,281 EUR | 524,781 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,207 EUR | 524,707 EUR | 100.00% | 100.00% |