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 | 17.50% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,449 EUR | 31,225 EUR | 98.36% | 98.36% |
12/07/2024 | 17.56% | 0.05 EUR | 0.06 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,207 EUR | 31,104 EUR | 99.14% | 99.14% |
11/07/2024 | 15.38% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,093 EUR | 35,047 EUR | 97.57% | 97.57% |
10/07/2024 | 12.93% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,582 EUR | 41,291 EUR | 98.65% | 98.65% |
09/07/2024 | 14.00% | 0.08 EUR | 0.09 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,135 EUR | 38,567 EUR | 98.76% | 98.76% |
08/07/2024 | 15.78% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,586 EUR | 34,293 EUR | 99.08% | 99.08% |
05/07/2024 | 13.91% | 0.07 EUR | 0.08 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,339 EUR | 38,669 EUR | 98.36% | 98.36% |
04/07/2024 | 13.27% | 0.07 EUR | 0.08 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,384 EUR | 40,192 EUR | 95.76% | 95.76% |
03/07/2024 | 11.33% | 0.08 EUR | 0.09 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,720 EUR | 46,860 EUR | 99.27% | 99.27% |
02/07/2024 | 7.47% | 0.12 EUR | 0.13 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 129,424 EUR | 69,712 EUR | 99.46% | 99.46% |