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 | 0.50% | 90.00 % | 90.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,603 EUR | 455,052 EUR | 99.35% | 99.35% |
12/07/2024 | 0.49% | 92.60 % | 93.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 920,371 EUR | 462,436 EUR | 99.35% | 99.35% |
11/07/2024 | 0.50% | 91.05 % | 91.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 904,139 EUR | 454,320 EUR | 98.36% | 98.36% |
10/07/2024 | 0.51% | 89.50 % | 89.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,074 EUR | 445,787 EUR | 99.35% | 99.35% |
09/07/2024 | 0.51% | 87.65 % | 88.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,753 EUR | 446,126 EUR | 99.35% | 99.35% |
08/07/2024 | 0.50% | 89.25 % | 89.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,190 EUR | 454,845 EUR | 99.35% | 99.35% |
05/07/2024 | 0.49% | 91.25 % | 91.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,961 EUR | 461,730 EUR | 99.08% | 99.08% |
04/07/2024 | 0.49% | 91.75 % | 92.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 914,906 EUR | 459,703 EUR | 99.31% | 99.31% |
03/07/2024 | 0.49% | 91.35 % | 91.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 915,430 EUR | 459,965 EUR | 99.35% | 99.35% |
02/07/2024 | 0.50% | 90.40 % | 90.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 903,645 EUR | 454,073 EUR | 99.35% | 99.35% |