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 | 0.47% | 53.30 % | 53.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 536,386 EUR | 269,443 EUR | 97.43% | 97.43% |
12/07/2024 | 0.46% | 54.50 % | 54.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 541,056 EUR | 271,778 EUR | 97.70% | 97.70% |
11/07/2024 | 0.46% | 53.80 % | 54.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 536,993 EUR | 269,747 EUR | 98.55% | 98.55% |
10/07/2024 | 0.48% | 52.85 % | 53.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 520,939 EUR | 261,720 EUR | 98.66% | 98.66% |
09/07/2024 | 0.48% | 51.60 % | 51.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 519,820 EUR | 261,160 EUR | 98.73% | 98.73% |
08/07/2024 | 0.47% | 53.00 % | 53.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 531,046 EUR | 266,773 EUR | 97.17% | 97.17% |
05/07/2024 | 0.47% | 53.00 % | 53.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 535,497 EUR | 268,998 EUR | 98.15% | 98.15% |
04/07/2024 | 0.47% | 53.10 % | 53.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 530,850 EUR | 266,675 EUR | 93.39% | 93.39% |
03/07/2024 | 0.47% | 53.25 % | 53.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 530,483 EUR | 266,492 EUR | 98.28% | 98.28% |
02/07/2024 | 0.48% | 52.65 % | 52.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 522,507 EUR | 262,503 EUR | 98.33% | 98.33% |