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% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,552 EUR | 519,052 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.29 % | 103.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,529 EUR | 519,029 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,458 EUR | 518,958 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,187 EUR | 518,687 EUR | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.11 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,756 EUR | 518,256 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.18 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,934 EUR | 518,434 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,541 EUR | 518,041 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,627 EUR | 518,127 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,820 EUR | 517,320 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,983 EUR | 516,483 EUR | 99.99% | 99.99% |