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% | 103.57 % | 104.07 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,068,780 EUR | 519,694 EUR | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.44 % | 103.94 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,067,440 EUR | 519,359 EUR | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.26 % | 103.76 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,063,670 EUR | 518,417 EUR | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.98 % | 103.48 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,055,570 EUR | 516,393 EUR | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.49 % | 102.99 % | 2,000,000 | 500,000 | 1,999,980 | 500,000 | 2,050,630 EUR | 515,165 EUR | 97.77% | 97.77% |
08/07/2024 | 0.48% | 102.77 % | 103.27 % | 2,000,000 | 500,000 | 1,052,610 | 500,000 | 1,083,230 EUR | 517,097 EUR | 99.77% | 99.77% |
05/07/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,934 EUR | 515,434 EUR | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.74 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,315 EUR | 515,815 EUR | 98.25% | 98.25% |
03/07/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,235 EUR | 515,735 EUR | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.33 % | 102.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,376 EUR | 512,876 EUR | 100.00% | 100.00% |