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% | 104.90 % | 105.40 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,095,890 EUR | 526,473 EUR | 99.39% | 99.39% |
12/07/2024 | 0.48% | 104.90 % | 105.40 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,090,460 EUR | 525,114 EUR | 78.15% | 78.15% |
11/07/2024 | 0.48% | 104.19 % | 104.69 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,077,080 EUR | 521,770 EUR | 99.39% | 99.39% |
10/07/2024 | 0.48% | 103.34 % | 103.84 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,057,250 EUR | 516,811 EUR | 94.11% | 94.11% |
09/07/2024 | 0.48% | 103.24 % | 103.74 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,066,610 EUR | 519,153 EUR | 97.16% | 97.16% |
08/07/2024 | 0.48% | 103.50 % | 104.00 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,069,470 EUR | 519,868 EUR | 99.16% | 99.16% |
05/07/2024 | 0.48% | 103.27 % | 103.77 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,072,450 EUR | 520,613 EUR | 99.39% | 99.39% |
04/07/2024 | 0.48% | 103.56 % | 104.06 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,069,340 EUR | 519,835 EUR | 97.65% | 97.65% |
03/07/2024 | 0.48% | 102.99 % | 103.49 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,059,270 EUR | 517,317 EUR | 99.39% | 99.39% |
02/07/2024 | 0.49% | 101.88 % | 102.38 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,036,980 EUR | 511,746 EUR | 99.38% | 99.38% |