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 | 22.02% | 0.04 EUR | 0.05 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,489 EUR | 25,244 EUR | 98.26% | 98.26% |
12/07/2024 | 22.19% | 0.04 EUR | 0.05 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,087 EUR | 25,044 EUR | 99.13% | 99.13% |
11/07/2024 | 18.58% | 0.05 EUR | 0.06 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,014 EUR | 29,507 EUR | 97.50% | 97.50% |
10/07/2024 | 17.28% | 0.05 EUR | 0.06 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,239 EUR | 31,620 EUR | 98.66% | 98.66% |
09/07/2024 | 17.86% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,293 EUR | 30,647 EUR | 98.79% | 98.79% |
08/07/2024 | 21.46% | 0.05 EUR | 0.06 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,888 EUR | 25,944 EUR | 99.06% | 99.06% |
05/07/2024 | 17.83% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,242 EUR | 30,621 EUR | 98.32% | 98.32% |
04/07/2024 | 15.77% | 0.05 EUR | 0.06 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,610 EUR | 34,305 EUR | 95.77% | 95.77% |
03/07/2024 | 14.89% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,473 EUR | 36,236 EUR | 99.36% | 99.36% |
02/07/2024 | 9.68% | 0.09 EUR | 0.10 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,577 EUR | 54,288 EUR | 99.47% | 99.47% |