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% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,852 EUR | 258,102 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 102.98 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,171 EUR | 258,421 EUR | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.72 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,127 EUR | 257,377 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.08 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,757 EUR | 256,007 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.92 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,091 EUR | 256,341 EUR | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.03 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,774 EUR | 257,024 EUR | 99.77% | 99.77% |
05/07/2024 | 0.49% | 102.27 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,009 EUR | 257,259 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,533 EUR | 256,783 EUR | 98.25% | 98.25% |
03/07/2024 | 0.49% | 101.64 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,034 EUR | 255,284 EUR | 99.99% | 99.99% |
02/07/2024 | 0.49% | 101.26 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,980 EUR | 254,230 EUR | 100.00% | 100.00% |