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% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,250 EUR | 492,625 EUR | 98.83% | 98.83% |
12/07/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,568 EUR | 490,284 EUR | 98.82% | 98.82% |
11/07/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,690 EUR | 484,345 EUR | 99.32% | 99.32% |
10/07/2024 | 0.52% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,449 EUR | 483,225 EUR | 98.38% | 98.38% |
09/07/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,271 EUR | 484,135 EUR | 97.74% | 97.74% |
08/07/2024 | 0.51% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,732 EUR | 487,866 EUR | 97.45% | 97.45% |
05/07/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,020 EUR | 490,010 EUR | 98.13% | 98.13% |
04/07/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,157 EUR | 489,578 EUR | 93.19% | 93.19% |
03/07/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,052 EUR | 489,026 EUR | 99.35% | 99.35% |
02/07/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,271 EUR | 485,636 EUR | 98.98% | 98.98% |