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 | 0.47% | 105.48 % | 105.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,422 EUR | 530,922 EUR | 99.55% | 99.55% |
12/07/2024 | 0.47% | 105.99 % | 106.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,097 EUR | 528,597 EUR | 78.49% | 78.49% |
11/07/2024 | 0.47% | 105.27 % | 105.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,866 EUR | 530,366 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.13 % | 105.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,487 EUR | 527,987 EUR | 94.72% | 94.72% |
09/07/2024 | 0.47% | 104.69 % | 105.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,066 EUR | 530,566 EUR | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.90 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,292 EUR | 526,792 EUR | 99.79% | 99.79% |
05/07/2024 | 0.48% | 104.26 % | 104.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,973 EUR | 522,473 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,314 EUR | 521,814 EUR | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,467 EUR | 519,967 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.68 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,957 EUR | 515,457 EUR | 100.00% | 100.00% |