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 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 509,500 EUR | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,981 EUR | 509,481 EUR | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,910 EUR | 509,410 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,731 EUR | 509,231 EUR | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.34 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,700 EUR | 509,200 EUR | 97.76% | 97.76% |
08/07/2024 | 0.49% | 101.34 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,693 EUR | 509,193 EUR | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.32 % | 101.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,615 EUR | 509,115 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.31 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,533 EUR | 509,033 EUR | 98.27% | 98.27% |
03/07/2024 | 0.49% | 101.27 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,363 EUR | 508,863 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.23 % | 101.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,144 EUR | 508,644 EUR | 100.00% | 100.00% |