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 | 0.79% | 104.20 % | 105.00 % | 500,000 | 500,000 | 494,907 | 494,907 | 515,441 EUR | 519,406 EUR | 98.77% | 98.77% |
12/07/2024 | 0.79% | 103.30 % | 104.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 511,177 EUR | 515,142 EUR | 100.00% | 100.00% |
11/07/2024 | 0.79% | 103.30 % | 104.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 510,233 EUR | 514,198 EUR | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.60 % | 103.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 507,680 EUR | 511,646 EUR | 100.00% | 100.00% |
09/07/2024 | 0.79% | 103.00 % | 103.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 510,133 EUR | 514,098 EUR | 100.00% | 100.00% |
08/07/2024 | 0.79% | 103.40 % | 104.20 % | 500,000 | 500,000 | 494,923 | 494,923 | 512,399 EUR | 516,363 EUR | 99.08% | 99.08% |
05/07/2024 | 0.79% | 102.60 % | 103.40 % | 500,000 | 500,000 | 494,831 | 494,831 | 510,318 EUR | 514,282 EUR | 97.32% | 97.32% |
04/07/2024 | 0.79% | 103.10 % | 103.90 % | 500,000 | 500,000 | 494,942 | 494,942 | 510,708 EUR | 514,673 EUR | 99.45% | 99.45% |
03/07/2024 | 0.80% | 102.90 % | 103.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 508,975 EUR | 512,940 EUR | 100.00% | 100.00% |
02/07/2024 | 0.80% | 102.30 % | 103.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 506,195 EUR | 510,160 EUR | 100.00% | 100.00% |