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 | 0.75% | 100.88 % | 101.63 % | 195,000 | 195,000 | 195,000 | 195,000 | 196,909 EUR | 198,391 EUR | 100.00% | 100.00% |
12/07/2024 | 0.76% | 104.20 % | 104.99 % | 190,000 | 190,000 | 190,000 | 190,000 | 197,788 EUR | 199,289 EUR | 100.00% | 100.00% |
11/07/2024 | 0.76% | 103.96 % | 104.75 % | 190,000 | 190,000 | 190,000 | 190,000 | 197,550 EUR | 199,051 EUR | 100.00% | 100.00% |
10/07/2024 | 0.76% | 103.82 % | 104.61 % | 190,000 | 190,000 | 190,000 | 190,000 | 197,269 EUR | 198,770 EUR | 100.00% | 100.00% |
09/07/2024 | 0.76% | 103.84 % | 104.63 % | 190,000 | 190,000 | 190,000 | 190,000 | 197,315 EUR | 198,816 EUR | 100.00% | 100.00% |
08/07/2024 | 0.75% | 103.71 % | 104.50 % | 190,000 | 190,000 | 190,000 | 190,000 | 196,977 EUR | 198,469 EUR | 100.00% | 100.00% |
05/07/2024 | 0.74% | 103.38 % | 104.15 % | 190,000 | 190,000 | 190,000 | 190,000 | 196,294 EUR | 197,757 EUR | 100.00% | 100.00% |
04/07/2024 | 0.74% | 103.16 % | 103.93 % | 190,000 | 190,000 | 190,000 | 190,000 | 196,174 EUR | 197,637 EUR | 100.00% | 100.00% |
03/07/2024 | 0.74% | 103.20 % | 103.97 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,996 EUR | 197,459 EUR | 100.00% | 100.00% |
02/07/2024 | 0.74% | 102.97 % | 103.74 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,725 EUR | 197,188 EUR | 99.98% | 99.98% |