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 | 0.48% | 103.51 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,053 EUR | 260,303 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.64 % | 104.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,002 EUR | 260,252 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.49 % | 103.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,180 EUR | 259,430 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.09 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,467 EUR | 258,717 EUR | 94.74% | 94.74% |
09/07/2024 | 0.48% | 102.86 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,441 EUR | 258,691 EUR | 97.74% | 97.74% |
08/07/2024 | 0.48% | 102.92 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,801 EUR | 259,051 EUR | 99.76% | 99.76% |
05/07/2024 | 0.48% | 103.15 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,067 EUR | 259,317 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.06 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,546 EUR | 258,796 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 102.92 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,176 EUR | 258,426 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.68 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,459 EUR | 257,709 EUR | 100.00% | 100.00% |