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 | 0.49% | 101.62 % | 102.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,228 EUR | 512,728 EUR | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,380 EUR | 513,880 EUR | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.99 % | 102.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,763 EUR | 512,263 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.54 % | 102.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,871 EUR | 508,371 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 100.88 % | 101.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,039 EUR | 507,539 EUR | 97.77% | 97.77% |
08/07/2024 | 0.49% | 101.19 % | 101.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,765 EUR | 509,265 EUR | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.11 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,108 EUR | 509,608 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.19 % | 101.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,220 EUR | 507,720 EUR | 98.27% | 98.27% |
03/07/2024 | 0.49% | 101.04 % | 101.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,596 EUR | 507,096 EUR | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.84 % | 101.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,454 EUR | 504,954 EUR | 100.00% | 100.00% |