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 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,869 EUR | 489,434 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,560 EUR | 492,780 EUR | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,382 EUR | 491,191 EUR | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,442 EUR | 489,221 EUR | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,744 EUR | 489,872 EUR | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,069 EUR | 490,034 EUR | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,576 EUR | 489,788 EUR | 99.38% | 99.38% |
04/07/2024 | 0.52% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,367 EUR | 486,683 EUR | 99.38% | 99.38% |
03/07/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,664 EUR | 481,832 EUR | 98.38% | 98.38% |
02/07/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,862 EUR | 481,431 EUR | 98.15% | 98.15% |