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% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,230 EUR | 488,615 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,149 EUR | 491,074 EUR | 99.37% | 99.37% |
11/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,700 EUR | 488,850 EUR | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,762 EUR | 485,881 EUR | 99.38% | 99.38% |
09/07/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,914 EUR | 485,957 EUR | 99.38% | 99.38% |
08/07/2024 | 0.51% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,270 EUR | 488,635 EUR | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,292 EUR | 490,646 EUR | 99.37% | 99.37% |
04/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,066 EUR | 489,533 EUR | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,072 EUR | 489,536 EUR | 99.38% | 99.38% |
02/07/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,786 EUR | 487,393 EUR | 99.37% | 99.37% |