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% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,230 EUR | 505,113 EUR | 94.30% | 94.30% |
12/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,250 EUR | 504,623 EUR | 95.48% | 95.48% |
11/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,630 EUR | 504,316 EUR | 97.83% | 97.83% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,880 EUR | 503,942 EUR | 98.70% | 98.70% |
09/07/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,480 EUR | 504,240 EUR | 97.58% | 97.58% |
08/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,890 EUR | 504,444 EUR | 96.04% | 96.04% |
05/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,400 EUR | 504,701 EUR | 98.09% | 98.09% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,460 EUR | 504,730 EUR | 97.16% | 97.16% |
03/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,330 EUR | 504,667 EUR | 97.20% | 97.20% |
02/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,470 EUR | 504,234 EUR | 96.54% | 96.54% |