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% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,658 EUR | 487,329 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,419 EUR | 488,209 EUR | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,245 EUR | 485,623 EUR | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,495 EUR | 481,247 EUR | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,638 EUR | 480,319 EUR | 99.38% | 99.38% |
08/07/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,901 EUR | 479,451 EUR | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.30 % | 95.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,717 EUR | 480,358 EUR | 99.38% | 99.38% |
04/07/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,107 EUR | 480,054 EUR | 99.38% | 99.38% |
03/07/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,871 EUR | 481,435 EUR | 96.84% | 96.84% |
02/07/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,742 EUR | 477,871 EUR | 98.38% | 98.38% |