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% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,966 EUR | 492,983 EUR | 99.35% | 99.35% |
12/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,718 EUR | 493,359 EUR | 99.35% | 99.35% |
11/07/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,144 EUR | 490,072 EUR | 98.89% | 98.89% |
10/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,040 EUR | 487,520 EUR | 99.35% | 99.35% |
09/07/2024 | 0.51% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,167 EUR | 488,584 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,434 EUR | 491,717 EUR | 99.35% | 99.35% |
05/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,496 EUR | 490,748 EUR | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,117 EUR | 491,558 EUR | 99.35% | 99.35% |
03/07/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,783 EUR | 488,891 EUR | 99.35% | 99.35% |
02/07/2024 | 0.52% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,926 EUR | 485,463 EUR | 99.35% | 99.35% |