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% | 103.53 % | 104.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,216 EUR | 519,716 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,178 EUR | 519,678 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,044 EUR | 519,544 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,842 EUR | 519,342 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,634 EUR | 519,134 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.33 % | 103.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,669 EUR | 519,169 EUR | 99.79% | 99.79% |
05/07/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,791 EUR | 519,291 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.36 % | 103.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,766 EUR | 519,266 EUR | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,362 EUR | 518,862 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.18 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,574 EUR | 518,074 EUR | 100.00% | 100.00% |