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 | 0.49% | 102.68 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,649 EUR | 516,149 EUR | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,946 EUR | 515,446 EUR | 78.49% | 78.49% |
11/07/2024 | 0.49% | 102.52 % | 103.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,008 EUR | 515,508 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,531 EUR | 515,031 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.51 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,908 EUR | 515,408 EUR | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,861 EUR | 515,361 EUR | 99.79% | 99.79% |
05/07/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,957 EUR | 515,457 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.42 % | 102.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,544 EUR | 515,044 EUR | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.56 % | 103.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,903 EUR | 515,403 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.38 % | 102.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,791 EUR | 514,291 EUR | 100.00% | 100.00% |