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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.49% | 102.68 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,269 EUR | 515,769 EUR | 99.79% | 99.79% |
24/07/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,649 EUR | 521,149 EUR | 92.49% | 92.49% |
23/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,436 EUR | 522,936 EUR | 100.00% | 100.00% |
22/07/2024 | 0.48% | 104.24 % | 104.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,069 EUR | 522,569 EUR | 100.00% | 100.00% |
19/07/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,323 EUR | 518,823 EUR | 99.75% | 99.75% |
18/07/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,381 EUR | 522,881 EUR | 99.75% | 99.75% |
17/07/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,657 EUR | 525,157 EUR | 99.76% | 99.76% |
16/07/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,119 EUR | 528,619 EUR | 89.72% | 89.72% |
15/07/2024 | 0.47% | 105.23 % | 105.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,787 EUR | 530,287 EUR | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.13 % | 106.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,877 EUR | 531,377 EUR | 78.76% | 78.76% |