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 | 14.07% | 0.07 EUR | 0.08 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,629 EUR | 38,314 EUR | 98.37% | 98.37% |
12/07/2024 | 13.65% | 0.06 EUR | 0.07 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,494 EUR | 39,247 EUR | 99.06% | 99.06% |
11/07/2024 | 11.79% | 0.08 EUR | 0.09 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,986 EUR | 44,993 EUR | 97.52% | 97.52% |
10/07/2024 | 9.70% | 0.09 EUR | 0.10 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,603 EUR | 54,302 EUR | 98.64% | 98.64% |
09/07/2024 | 10.11% | 0.12 EUR | 0.13 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,767 EUR | 52,384 EUR | 98.75% | 98.75% |
08/07/2024 | 12.09% | 0.08 EUR | 0.09 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,935 EUR | 43,967 EUR | 99.03% | 99.03% |
05/07/2024 | 10.62% | 0.10 EUR | 0.11 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,563 EUR | 49,781 EUR | 98.34% | 98.34% |
04/07/2024 | 9.59% | 0.09 EUR | 0.10 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,308 EUR | 54,654 EUR | 95.74% | 95.74% |
03/07/2024 | 8.54% | 0.11 EUR | 0.12 EUR | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 112,709 EUR | 61,355 EUR | 99.39% | 99.39% |
02/07/2024 | 5.66% | 0.15 EUR | 0.16 EUR | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 172,225 EUR | 72,890 EUR | 99.47% | 99.47% |