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 | 0.48% | 81.55 % | 81.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 825,758 EUR | 414,879 EUR | 97.94% | 97.94% |
12/07/2024 | 0.48% | 82.30 % | 82.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 824,504 EUR | 414,252 EUR | 98.79% | 98.79% |
11/07/2024 | 0.49% | 81.40 % | 81.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 811,908 EUR | 407,954 EUR | 65.06% | 65.06% |
10/07/2024 | 0.50% | 79.30 % | 79.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 792,769 EUR | 398,384 EUR | 96.90% | 96.90% |
09/07/2024 | 0.50% | 79.20 % | 79.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 798,369 EUR | 401,184 EUR | 98.25% | 98.25% |
08/07/2024 | 0.50% | 79.45 % | 79.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 796,126 EUR | 400,063 EUR | 97.42% | 97.42% |
05/07/2024 | 0.51% | 78.95 % | 79.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 789,780 EUR | 396,890 EUR | 98.65% | 98.65% |
04/07/2024 | 0.51% | 77.30 % | 77.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 776,230 EUR | 390,115 EUR | 98.91% | 98.91% |
03/07/2024 | 0.51% | 75.30 % | 75.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 754,185 EUR | 379,033 EUR | 98.02% | 98.02% |
02/07/2024 | 0.50% | 71.05 % | 71.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 696,038 EUR | 349,769 EUR | 74.89% | 74.89% |