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% | 66.10 % | 66.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 669,640 EUR | 336,570 EUR | 98.17% | 98.17% |
12/07/2024 | 0.50% | 70.25 % | 70.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 694,540 EUR | 349,020 EUR | 99.35% | 99.35% |
11/07/2024 | 0.52% | 68.15 % | 68.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 676,190 EUR | 339,845 EUR | 98.98% | 98.98% |
10/07/2024 | 0.53% | 67.40 % | 67.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 664,456 EUR | 333,978 EUR | 99.35% | 99.35% |
09/07/2024 | 0.52% | 66.30 % | 66.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 668,996 EUR | 336,248 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 67.25 % | 67.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 680,258 EUR | 341,879 EUR | 99.35% | 99.35% |
05/07/2024 | 0.50% | 69.40 % | 69.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 699,958 EUR | 351,729 EUR | 99.35% | 99.35% |
04/07/2024 | 0.51% | 69.45 % | 69.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 690,468 EUR | 346,984 EUR | 99.35% | 99.35% |
03/07/2024 | 0.51% | 68.50 % | 68.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 686,959 EUR | 345,230 EUR | 99.35% | 99.35% |
02/07/2024 | 0.51% | 68.35 % | 68.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 686,043 EUR | 344,772 EUR | 99.35% | 99.35% |