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% | 105.67 % | 106.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,122 EUR | 532,622 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.67 % | 107.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,464 EUR | 534,964 EUR | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.31 % | 106.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,384 EUR | 533,884 EUR | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.94 % | 106.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,258 EUR | 530,758 EUR | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.50 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,925 EUR | 530,425 EUR | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,389 EUR | 531,889 EUR | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.84 % | 106.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,233 EUR | 532,733 EUR | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.90 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,989 EUR | 531,489 EUR | 98.27% | 98.27% |
03/07/2024 | 0.47% | 105.81 % | 106.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,450 EUR | 530,950 EUR | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.66 % | 106.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,804 EUR | 529,304 EUR | 100.00% | 100.00% |