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% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,998 EUR | 529,498 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.63 % | 106.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,589 EUR | 531,089 EUR | 78.75% | 78.75% |
11/07/2024 | 0.47% | 105.25 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,261 EUR | 528,761 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.27 % | 105.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,901 EUR | 528,401 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.27 % | 104.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,736 EUR | 524,236 EUR | 97.75% | 97.75% |
08/07/2024 | 0.47% | 104.93 % | 105.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,282 EUR | 528,782 EUR | 99.78% | 99.78% |
05/07/2024 | 0.48% | 104.43 % | 104.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,024 EUR | 527,524 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.36 % | 105.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,286 EUR | 528,786 EUR | 98.27% | 98.27% |
03/07/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,973 EUR | 526,473 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.96 % | 105.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,423 EUR | 525,923 EUR | 100.00% | 100.00% |