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 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,189 EUR | 514,689 EUR | 100.00% | 100.00% |
12/07/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,481 EUR | 516,981 EUR | 100.00% | 100.00% |
11/07/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,397 EUR | 517,897 EUR | 100.00% | 100.00% |
10/07/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,285 EUR | 514,785 EUR | 100.00% | 100.00% |
09/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,408 EUR | 511,908 EUR | 100.00% | 100.00% |
08/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,078 EUR | 517,578 EUR | 99.11% | 99.11% |
05/07/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,239 EUR | 517,739 EUR | 100.00% | 100.00% |
04/07/2024 | 0.29% | 103.60 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,837 EUR | 519,337 EUR | 99.46% | 99.46% |
03/07/2024 | 0.29% | 104.30 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,687 EUR | 521,187 EUR | 100.00% | 100.00% |
02/07/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,811 EUR | 517,311 EUR | 100.00% | 100.00% |