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 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,117 EUR | 519,617 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,044 EUR | 517,544 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,287 EUR | 517,787 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.93 % | 103.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,876 EUR | 516,376 EUR | 94.73% | 94.73% |
09/07/2024 | 0.48% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,245 EUR | 516,745 EUR | 97.76% | 97.76% |
08/07/2024 | 0.48% | 102.91 % | 103.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,717 EUR | 518,217 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.11 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,591 EUR | 518,091 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,209 EUR | 515,709 EUR | 98.27% | 98.27% |
03/07/2024 | 0.49% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,418 EUR | 514,918 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.94 % | 102.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,453 EUR | 510,953 EUR | 100.00% | 100.00% |