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% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,066 EUR | 485,533 EUR | 65.84% | 65.84% |
12/07/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,784 EUR | 487,892 EUR | 66.97% | 66.97% |
11/07/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,507 EUR | 486,754 EUR | 86.74% | 86.74% |
10/07/2024 | 0.51% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,256 EUR | 480,093 EUR | 79.75% | 79.75% |
09/07/2024 | 0.51% | 94.05 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,127 EUR | 477,484 EUR | 81.15% | 81.15% |
08/07/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,114 EUR | 481,557 EUR | 71.34% | 71.34% |
05/07/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,553 EUR | 481,776 EUR | 62.61% | 62.61% |
04/07/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,089 EUR | 486,544 EUR | 58.76% | 58.76% |
03/07/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,874 EUR | 487,437 EUR | 99.35% | 99.35% |
02/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,684 EUR | 488,842 EUR | 99.35% | 99.35% |