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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.48% | 103.22 % | 103.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,556 EUR | 518,056 EUR | 99.79% | 99.79% |
24/07/2024 | 0.49% | 103.18 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,991 EUR | 516,491 EUR | 92.51% | 92.51% |
23/07/2024 | 0.48% | 103.12 % | 103.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,001 EUR | 518,501 EUR | 100.00% | 100.00% |
22/07/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,508 EUR | 519,008 EUR | 100.00% | 100.00% |
19/07/2024 | 0.49% | 102.53 % | 103.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,400 EUR | 515,900 EUR | 99.73% | 99.73% |
18/07/2024 | 0.48% | 103.14 % | 103.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,210 EUR | 518,710 EUR | 99.74% | 99.74% |
17/07/2024 | 0.48% | 103.12 % | 103.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,987 EUR | 517,487 EUR | 99.77% | 99.77% |
16/07/2024 | 0.48% | 103.11 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,036 EUR | 517,536 EUR | 89.72% | 89.72% |
15/07/2024 | 0.48% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,762 EUR | 518,262 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.66 % | 104.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,439 EUR | 519,939 EUR | 78.75% | 78.75% |