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 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,136 EUR | 482,568 EUR | 99.35% | 99.35% |
12/07/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,222 EUR | 482,611 EUR | 99.35% | 99.35% |
11/07/2024 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,523 EUR | 480,762 EUR | 98.76% | 98.76% |
10/07/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,716 EUR | 477,822 EUR | 99.36% | 99.36% |
09/07/2024 | 0.50% | 94.05 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,630 EUR | 475,688 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,668 EUR | 486,834 EUR | 99.35% | 99.35% |
05/07/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,957 EUR | 486,978 EUR | 99.35% | 99.35% |
04/07/2024 | 0.51% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,843 EUR | 488,422 EUR | 99.35% | 99.35% |
03/07/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,529 EUR | 483,765 EUR | 99.35% | 99.35% |
02/07/2024 | 0.49% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,000 EUR | 475,320 EUR | 99.35% | 99.35% |