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% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,975 EUR | 493,487 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,843 EUR | 491,922 EUR | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,093 EUR | 491,047 EUR | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,544 EUR | 490,772 EUR | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,721 EUR | 491,860 EUR | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,897 EUR | 491,948 EUR | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,416 EUR | 492,208 EUR | 99.38% | 99.38% |
04/07/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,981 EUR | 490,491 EUR | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,165 EUR | 489,082 EUR | 98.49% | 98.49% |
02/07/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,926 EUR | 484,963 EUR | 98.75% | 98.75% |