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% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,032 EUR | 476,377 EUR | 98.63% | 98.63% |
12/07/2024 | 0.50% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,617 EUR | 476,697 EUR | 92.59% | 92.59% |
11/07/2024 | 0.52% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,706 EUR | 479,344 EUR | 98.72% | 98.72% |
10/07/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,241 EUR | 483,621 EUR | 97.42% | 97.42% |
09/07/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,200 EUR | 485,100 EUR | 98.20% | 98.20% |
08/07/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,991 EUR | 487,996 EUR | 98.59% | 98.59% |
05/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,396 EUR | 485,198 EUR | 97.90% | 97.90% |
04/07/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,335 EUR | 481,167 EUR | 97.99% | 97.99% |
03/07/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,266 EUR | 479,630 EUR | 98.94% | 98.94% |
02/07/2024 | 0.48% | 93.95 % | 94.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,456 EUR | 471,478 EUR | 97.77% | 97.77% |