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% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,190 EUR | 503,097 EUR | 96.21% | 96.21% |
12/07/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,140 EUR | 503,069 EUR | 96.93% | 96.93% |
11/07/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,518 EUR | 502,259 EUR | 97.41% | 97.41% |
10/07/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,269 EUR | 502,135 EUR | 93.94% | 93.94% |
09/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,050 EUR | 503,026 EUR | 97.80% | 97.80% |
08/07/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 EUR | 502,501 EUR | 93.86% | 93.86% |
05/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,600 EUR | 502,799 EUR | 98.19% | 98.19% |
04/07/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,290 EUR | 503,146 EUR | 89.74% | 89.74% |
03/07/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,320 EUR | 502,662 EUR | 96.72% | 96.72% |
02/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,571 EUR | 501,285 EUR | 97.59% | 97.59% |