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 | 0.66% | 105.29 % | 105.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,524 EUR | 530,024 EUR | 100.00% | 100.00% |
12/07/2024 | 0.66% | 105.30 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,500 EUR | 530,000 EUR | 78.76% | 78.76% |
11/07/2024 | 0.66% | 105.28 % | 105.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,366 EUR | 529,866 EUR | 100.00% | 100.00% |
10/07/2024 | 0.66% | 105.23 % | 105.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,150 EUR | 529,650 EUR | 94.72% | 94.72% |
09/07/2024 | 0.66% | 105.21 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,050 EUR | 529,550 EUR | 97.77% | 97.77% |
08/07/2024 | 0.66% | 105.20 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,000 EUR | 529,500 EUR | 99.79% | 99.79% |
05/07/2024 | 0.66% | 105.18 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,902 EUR | 529,402 EUR | 100.00% | 100.00% |
04/07/2024 | 0.66% | 105.18 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,880 EUR | 529,380 EUR | 98.27% | 98.27% |
03/07/2024 | 0.66% | 105.13 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,640 EUR | 529,140 EUR | 100.00% | 100.00% |
02/07/2024 | 0.66% | 105.10 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,428 EUR | 528,928 EUR | 100.00% | 100.00% |