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% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,308 EUR | 520,808 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,266 EUR | 520,766 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,757 EUR | 520,257 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.49 % | 103.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,360 EUR | 519,860 EUR | 94.74% | 94.74% |
09/07/2024 | 0.48% | 103.36 % | 103.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,088 EUR | 519,588 EUR | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,290 EUR | 519,790 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,704 EUR | 519,204 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.32 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,673 EUR | 519,173 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.23 % | 103.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,948 EUR | 518,448 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.02 % | 103.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,956 EUR | 517,456 EUR | 100.00% | 100.00% |