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 | 0.47% | 106.46 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,304 EUR | 534,804 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.54 % | 107.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,658 EUR | 535,158 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.56 % | 107.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,656 EUR | 535,156 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.52 % | 107.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,585 EUR | 535,085 EUR | 94.72% | 94.72% |
09/07/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,475 EUR | 534,975 EUR | 97.75% | 97.75% |
08/07/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,488 EUR | 534,988 EUR | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.58 % | 107.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,037 EUR | 535,537 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,034 EUR | 535,534 EUR | 98.25% | 98.25% |
03/07/2024 | 0.47% | 106.56 % | 107.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,836 EUR | 535,336 EUR | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.55 % | 107.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,723 EUR | 535,223 EUR | 100.00% | 100.00% |