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 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,900 EUR | 482,450 EUR | 99.38% | 99.38% |
12/07/2024 | 0.52% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,272 EUR | 481,636 EUR | 99.37% | 99.37% |
11/07/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,847 EUR | 482,923 EUR | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,361 EUR | 485,180 EUR | 99.38% | 99.38% |
09/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,491 EUR | 486,245 EUR | 99.38% | 99.38% |
08/07/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,548 EUR | 487,774 EUR | 99.38% | 99.38% |
05/07/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,857 EUR | 485,928 EUR | 99.37% | 99.37% |
04/07/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,843 EUR | 483,922 EUR | 99.38% | 99.38% |
03/07/2024 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,681 EUR | 482,840 EUR | 98.95% | 98.95% |
02/07/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,723 EUR | 478,862 EUR | 97.81% | 97.81% |