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 | 0.60% | 100.05 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,603 EUR | 252,103 EUR | 100.00% | 100.00% |
12/07/2024 | 0.59% | 101.51 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,890 EUR | 255,390 EUR | 78.76% | 78.76% |
11/07/2024 | 0.59% | 101.39 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,275 EUR | 253,775 EUR | 98.34% | 98.34% |
10/07/2024 | 0.60% | 100.52 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,186 EUR | 252,686 EUR | 94.72% | 94.72% |
09/07/2024 | 0.60% | 99.89 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,059 EUR | 250,559 EUR | 87.31% | 87.31% |
08/07/2024 | 0.60% | 99.77 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,073 EUR | 250,573 EUR | 99.64% | 99.64% |
05/07/2024 | 0.60% | 99.18 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,375 EUR | 249,875 EUR | 100.00% | 100.00% |
04/07/2024 | 0.60% | 99.59 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,207 EUR | 249,707 EUR | 98.25% | 98.25% |
03/07/2024 | 0.61% | 99.09 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,524 EUR | 247,024 EUR | 99.56% | 99.56% |
02/07/2024 | 0.61% | 97.74 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,909 EUR | 246,409 EUR | 100.00% | 100.00% |