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% | 84.10 % | 84.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 854,332 EUR | 429,353 EUR | 98.16% | 98.16% |
12/07/2024 | 0.50% | 89.90 % | 90.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 891,795 EUR | 448,148 EUR | 99.35% | 99.35% |
11/07/2024 | 0.52% | 87.60 % | 88.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 870,448 EUR | 437,474 EUR | 98.98% | 98.98% |
10/07/2024 | 0.52% | 86.70 % | 87.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 853,110 EUR | 428,760 EUR | 99.35% | 99.35% |
09/07/2024 | 0.52% | 85.20 % | 85.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 859,632 EUR | 432,066 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 86.40 % | 86.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 874,168 EUR | 439,334 EUR | 99.35% | 99.35% |
05/07/2024 | 0.50% | 88.80 % | 89.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 895,798 EUR | 450,149 EUR | 99.35% | 99.35% |
04/07/2024 | 0.51% | 88.95 % | 89.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 886,260 EUR | 445,380 EUR | 99.35% | 99.35% |
03/07/2024 | 0.51% | 88.00 % | 88.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 881,009 EUR | 442,755 EUR | 99.35% | 99.35% |
02/07/2024 | 0.51% | 87.60 % | 88.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 878,339 EUR | 441,419 EUR | 99.35% | 99.35% |