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 | 0.76% | 104.20 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,251 EUR | 525,251 EUR | 100.00% | 100.00% |
12/07/2024 | 0.96% | 104.00 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,539 EUR | 524,539 EUR | 100.00% | 100.00% |
11/07/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,154 EUR | 524,154 EUR | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,486 EUR | 522,486 EUR | 100.00% | 100.00% |
09/07/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,252 EUR | 522,252 EUR | 99.59% | 99.59% |
08/07/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,757 EUR | 523,757 EUR | 100.00% | 100.00% |
05/07/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,833 EUR | 522,833 EUR | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,372 EUR | 521,372 EUR | 99.45% | 99.45% |
03/07/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,777 EUR | 520,777 EUR | 100.00% | 100.00% |
02/07/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,784 EUR | 519,784 EUR | 100.00% | 100.00% |