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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,628 EUR | 531,128 EUR | 99.80% | 99.80% |
24/07/2024 | 0.47% | 105.73 % | 106.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,637 EUR | 531,137 EUR | 92.50% | 92.50% |
23/07/2024 | 0.47% | 105.73 % | 106.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,645 EUR | 531,145 EUR | 100.00% | 100.00% |
22/07/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,582 EUR | 531,082 EUR | 100.00% | 100.00% |
19/07/2024 | 0.47% | 105.73 % | 106.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,698 EUR | 531,198 EUR | 99.74% | 99.74% |
18/07/2024 | 0.47% | 105.77 % | 106.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,835 EUR | 531,335 EUR | 99.75% | 99.75% |
17/07/2024 | 0.47% | 105.76 % | 106.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,853 EUR | 531,353 EUR | 99.77% | 99.77% |
16/07/2024 | 0.47% | 105.78 % | 106.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,894 EUR | 531,394 EUR | 89.71% | 89.71% |
15/07/2024 | 0.47% | 105.77 % | 106.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,872 EUR | 531,372 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.81 % | 106.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,019 EUR | 531,519 EUR | 78.76% | 78.76% |