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 | 0.49% | 91.05 % | 91.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 909,154 EUR | 456,827 EUR | 97.86% | 97.86% |
12/07/2024 | 0.50% | 90.65 % | 91.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 902,663 EUR | 453,582 EUR | 97.92% | 97.92% |
11/07/2024 | 0.50% | 90.05 % | 90.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 895,856 EUR | 450,178 EUR | 98.91% | 98.91% |
10/07/2024 | 0.50% | 90.50 % | 90.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,220 EUR | 454,860 EUR | 93.06% | 93.06% |
09/07/2024 | 0.51% | 87.50 % | 87.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 872,688 EUR | 438,594 EUR | 98.38% | 98.38% |
08/07/2024 | 0.51% | 87.30 % | 87.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 875,774 EUR | 440,137 EUR | 98.92% | 98.92% |
05/07/2024 | 0.52% | 86.75 % | 87.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 867,051 EUR | 435,776 EUR | 98.35% | 98.35% |
04/07/2024 | 0.48% | 84.15 % | 84.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 837,383 EUR | 420,698 EUR | 98.64% | 98.64% |
03/07/2024 | 0.48% | 83.30 % | 83.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 839,354 EUR | 421,689 EUR | 98.85% | 98.85% |
02/07/2024 | 0.49% | 81.65 % | 82.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 807,958 EUR | 405,979 EUR | 98.38% | 98.38% |