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 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,179 EUR | 497,590 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,555 EUR | 496,277 EUR | 99.38% | 99.38% |
11/07/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,431 EUR | 497,216 EUR | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,466 EUR | 498,233 EUR | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,212 EUR | 498,106 EUR | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,403 EUR | 498,701 EUR | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,136 EUR | 498,568 EUR | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,506 EUR | 496,753 EUR | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,896 EUR | 495,448 EUR | 98.95% | 98.95% |
02/07/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,258 EUR | 493,129 EUR | 97.83% | 97.83% |