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 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,961 EUR | 522,961 EUR | 100.00% | 100.00% |
12/07/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,056 EUR | 519,056 EUR | 100.00% | 100.00% |
11/07/2024 | 0.78% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,066 EUR | 518,066 EUR | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,721 EUR | 519,721 EUR | 100.00% | 100.00% |
09/07/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,471 EUR | 519,471 EUR | 99.59% | 99.59% |
08/07/2024 | 0.77% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,504 EUR | 518,504 EUR | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,077 EUR | 516,077 EUR | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,388 EUR | 520,388 EUR | 99.45% | 99.45% |
03/07/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,884 EUR | 518,884 EUR | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,157 EUR | 514,157 EUR | 100.00% | 100.00% |