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% | 104.08 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,583 EUR | 523,083 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,707 EUR | 523,207 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,094 EUR | 522,594 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,738 EUR | 522,238 EUR | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,670 EUR | 522,170 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 103.91 % | 104.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,884 EUR | 522,384 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,935 EUR | 522,435 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.93 % | 104.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,563 EUR | 522,063 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.85 % | 104.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,167 EUR | 521,667 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,569 EUR | 521,069 EUR | 100.00% | 100.00% |