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% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,941 EUR | 487,471 EUR | 99.35% | 99.35% |
12/07/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,154 EUR | 492,077 EUR | 99.35% | 99.35% |
11/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,011 EUR | 487,005 EUR | 98.37% | 98.37% |
10/07/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,162 EUR | 482,081 EUR | 99.35% | 99.35% |
09/07/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,584 EUR | 482,292 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,772 EUR | 487,386 EUR | 99.35% | 99.35% |
05/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,505 EUR | 491,753 EUR | 99.07% | 99.07% |
04/07/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,330 EUR | 490,165 EUR | 99.31% | 99.31% |
03/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,724 EUR | 490,362 EUR | 99.35% | 99.35% |
02/07/2024 | 0.51% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,418 EUR | 486,709 EUR | 99.35% | 99.35% |