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% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,711 EUR | 495,856 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,079 EUR | 495,539 EUR | 99.37% | 99.37% |
11/07/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,556 EUR | 494,278 EUR | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,457 EUR | 493,728 EUR | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,077 EUR | 493,038 EUR | 99.38% | 99.38% |
08/07/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,754 EUR | 496,377 EUR | 99.38% | 99.38% |
05/07/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,431 EUR | 496,716 EUR | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,827 EUR | 495,914 EUR | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,821 EUR | 494,911 EUR | 98.83% | 98.83% |
02/07/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,496 EUR | 493,248 EUR | 98.93% | 98.93% |