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 | 0.52% | 47.35 % | 47.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 476,608 EUR | 239,554 EUR | 99.38% | 99.38% |
12/07/2024 | 0.52% | 48.40 % | 48.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 480,971 EUR | 241,736 EUR | 99.37% | 99.37% |
11/07/2024 | 0.52% | 47.85 % | 48.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 477,379 EUR | 239,939 EUR | 99.38% | 99.38% |
10/07/2024 | 0.54% | 47.00 % | 47.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 462,858 EUR | 232,679 EUR | 99.38% | 99.38% |
09/07/2024 | 0.54% | 45.85 % | 46.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 461,908 EUR | 232,204 EUR | 99.38% | 99.38% |
08/07/2024 | 0.53% | 47.10 % | 47.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 471,640 EUR | 237,070 EUR | 99.38% | 99.38% |
05/07/2024 | 0.52% | 47.10 % | 47.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 475,643 EUR | 239,072 EUR | 99.38% | 99.38% |
04/07/2024 | 0.53% | 47.15 % | 47.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 471,543 EUR | 237,022 EUR | 99.38% | 99.38% |
03/07/2024 | 0.53% | 47.30 % | 47.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 471,424 EUR | 236,962 EUR | 98.32% | 98.32% |
02/07/2024 | 0.54% | 46.85 % | 47.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 464,507 EUR | 233,503 EUR | 98.35% | 98.35% |