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% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,381 EUR | 488,691 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,635 EUR | 488,818 EUR | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,259 EUR | 487,129 EUR | 99.38% | 99.38% |
10/07/2024 | 0.52% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,752 EUR | 485,876 EUR | 99.38% | 99.38% |
09/07/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,664 EUR | 485,332 EUR | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,052 EUR | 485,526 EUR | 99.38% | 99.38% |
05/07/2024 | 0.51% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,976 EUR | 486,988 EUR | 99.38% | 99.38% |
04/07/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 499,978 | 968,004 EUR | 486,480 EUR | 99.38% | 99.38% |
03/07/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,438 EUR | 486,219 EUR | 93.20% | 93.20% |
02/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,280 EUR | 484,140 EUR | 93.78% | 93.78% |