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 | 0.70% | 100.73 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,906 EUR | 252,656 EUR | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.32 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,436 EUR | 252,186 EUR | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.25 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,695 EUR | 253,445 EUR | 99.99% | 99.99% |
10/07/2024 | 0.69% | 100.31 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,568 EUR | 253,318 EUR | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.58 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,917 EUR | 253,667 EUR | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.58 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,562 EUR | 254,312 EUR | 99.79% | 99.79% |
05/07/2024 | 0.69% | 100.84 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,100 EUR | 253,850 EUR | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.89 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,216 EUR | 253,966 EUR | 98.25% | 98.25% |
03/07/2024 | 0.69% | 100.83 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,032 EUR | 253,782 EUR | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.60 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,462 EUR | 253,212 EUR | 100.00% | 100.00% |