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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.47% | 107.01 % | 107.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,061 EUR | 536,561 EUR | 99.83% | 99.83% |
24/07/2024 | 0.47% | 107.38 % | 107.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,088 EUR | 538,588 EUR | 92.49% | 92.49% |
23/07/2024 | 0.46% | 107.30 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,409 EUR | 538,909 EUR | 100.00% | 100.00% |
22/07/2024 | 0.46% | 107.45 % | 107.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,893 EUR | 539,393 EUR | 100.00% | 100.00% |
19/07/2024 | 0.46% | 107.23 % | 107.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,756 EUR | 539,256 EUR | 99.75% | 99.75% |
18/07/2024 | 0.46% | 107.71 % | 108.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,686 EUR | 541,186 EUR | 99.75% | 99.75% |
17/07/2024 | 0.46% | 107.42 % | 107.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,138 EUR | 540,638 EUR | 99.78% | 99.78% |
16/07/2024 | 0.46% | 107.59 % | 108.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,609 EUR | 540,109 EUR | 89.72% | 89.72% |
15/07/2024 | 0.46% | 107.75 % | 108.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,973 EUR | 541,473 EUR | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.01 % | 108.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,437 EUR | 541,937 EUR | 78.75% | 78.75% |