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% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,237 EUR | 519,737 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.42 % | 103.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,218 EUR | 519,718 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.32 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,781 EUR | 519,281 EUR | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.32 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,491 EUR | 518,991 EUR | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,531 EUR | 519,031 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.32 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,613 EUR | 519,113 EUR | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,412 EUR | 519,912 EUR | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,214 EUR | 519,714 EUR | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.22 % | 103.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,206 EUR | 518,706 EUR | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.27 % | 103.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,605 EUR | 519,105 EUR | 100.00% | 100.00% |