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 | 0.50% | 100.36 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,852 EUR | 253,102 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.59 % | 107.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,704 EUR | 266,954 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.95 % | 106.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,803 EUR | 266,053 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 105.37 % | 105.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,368 EUR | 263,618 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.70 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,111 EUR | 263,361 EUR | 97.77% | 97.77% |
08/07/2024 | 0.47% | 105.27 % | 105.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,452 EUR | 264,702 EUR | 99.79% | 99.79% |
05/07/2024 | 0.47% | 105.24 % | 105.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,083 EUR | 265,333 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.49 % | 105.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,116 EUR | 264,366 EUR | 98.25% | 98.25% |
03/07/2024 | 0.47% | 105.33 % | 105.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,920 EUR | 264,170 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.99 % | 105.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,384 EUR | 262,634 EUR | 100.00% | 100.00% |