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 | 0.47% | 106.16 % | 106.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,015 EUR | 533,515 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.30 % | 106.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,298 EUR | 533,798 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.03 % | 106.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,562 EUR | 533,062 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.95 % | 106.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,245 EUR | 531,745 EUR | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.53 % | 106.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,746 EUR | 531,246 EUR | 97.77% | 97.77% |
08/07/2024 | 0.47% | 105.80 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,491 EUR | 532,991 EUR | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.99 % | 106.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,570 EUR | 532,070 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.05 % | 106.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,929 EUR | 532,429 EUR | 98.27% | 98.27% |
03/07/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,068 EUR | 530,568 EUR | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.37 % | 105.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,271 EUR | 528,771 EUR | 99.99% | 99.99% |