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 | 0.48% | 94.70 % | 95.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 944,775 EUR | 474,649 EUR | 98.85% | 98.85% |
12/07/2024 | 0.52% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,867 EUR | 477,427 EUR | 98.92% | 98.92% |
11/07/2024 | 0.48% | 94.45 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 944,748 EUR | 474,640 EUR | 98.93% | 98.93% |
10/07/2024 | 0.48% | 94.10 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,351 EUR | 472,425 EUR | 98.88% | 98.88% |
09/07/2024 | 0.48% | 93.75 % | 94.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,138 EUR | 472,832 EUR | 98.88% | 98.88% |
08/07/2024 | 0.50% | 94.60 % | 95.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,453 EUR | 476,094 EUR | 98.84% | 98.84% |
05/07/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,923 EUR | 481,461 EUR | 98.90% | 98.90% |
04/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,882 EUR | 478,941 EUR | 98.88% | 98.88% |
03/07/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,281 EUR | 480,641 EUR | 98.93% | 98.93% |
02/07/2024 | 0.48% | 94.10 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,571 EUR | 471,536 EUR | 98.84% | 98.84% |