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% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,580 EUR | 500,790 EUR | 98.88% | 98.88% |
12/07/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,814 EUR | 501,907 EUR | 98.85% | 98.85% |
11/07/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,636 EUR | 500,318 EUR | 98.83% | 98.83% |
10/07/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,014 EUR | 497,507 EUR | 98.88% | 98.88% |
09/07/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,996 EUR | 498,998 EUR | 98.84% | 98.84% |
08/07/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,284 EUR | 500,142 EUR | 98.89% | 98.89% |
05/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,036 EUR | 501,018 EUR | 98.88% | 98.88% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,656 EUR | 499,828 EUR | 98.19% | 98.19% |
03/07/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,705 EUR | 498,352 EUR | 98.88% | 98.88% |
02/07/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,603 EUR | 496,802 EUR | 98.91% | 98.91% |