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% | 101.96 % | 102.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,490 EUR | 511,990 EUR | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.98 % | 102.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,995 EUR | 512,495 EUR | 78.75% | 78.75% |
11/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,814 EUR | 512,314 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,643 EUR | 512,143 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.88 % | 102.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,551 EUR | 512,051 EUR | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,726 EUR | 512,226 EUR | 99.78% | 99.78% |
05/07/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,539 EUR | 512,039 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,518 EUR | 512,018 EUR | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,864 EUR | 511,364 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,186 EUR | 510,686 EUR | 100.00% | 100.00% |