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 | 1,000,600 EUR | 502,800 EUR | 96.16% | 96.16% |
12/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,250 EUR | 503,126 EUR | 96.51% | 96.51% |
11/07/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,680 EUR | 503,338 EUR | 96.54% | 96.54% |
10/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,584 EUR | 501,292 EUR | 96.51% | 96.51% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,665 EUR | 499,832 EUR | 94.27% | 94.27% |
08/07/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,854 EUR | 500,927 EUR | 93.94% | 93.94% |
05/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,236 EUR | 501,118 EUR | 97.55% | 97.55% |
04/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,375 EUR | 501,688 EUR | 88.78% | 88.78% |
03/07/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,447 EUR | 501,224 EUR | 95.33% | 95.33% |
02/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,889 EUR | 497,444 EUR | 98.66% | 98.66% |