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% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,894 EUR | 498,947 EUR | 96.17% | 96.17% |
12/07/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,421 EUR | 499,210 EUR | 96.50% | 96.50% |
11/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,854 EUR | 498,927 EUR | 96.53% | 96.53% |
10/07/2024 | 0.51% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,389 EUR | 496,194 EUR | 96.52% | 96.52% |
09/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,470 EUR | 494,735 EUR | 94.27% | 94.27% |
08/07/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,407 EUR | 495,703 EUR | 93.93% | 93.93% |
05/07/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,083 EUR | 496,542 EUR | 97.55% | 97.55% |
04/07/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,189 EUR | 497,094 EUR | 88.77% | 88.77% |
03/07/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,090 EUR | 496,045 EUR | 95.33% | 95.33% |
02/07/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,655 EUR | 491,827 EUR | 98.66% | 98.66% |