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% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,611 EUR | 495,306 EUR | 99.35% | 99.35% |
12/07/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,785 EUR | 494,892 EUR | 99.35% | 99.35% |
11/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,161 EUR | 493,080 EUR | 99.35% | 99.35% |
10/07/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,980 EUR | 491,490 EUR | 98.55% | 98.55% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,565 EUR | 491,283 EUR | 99.35% | 99.35% |
08/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,920 EUR | 493,960 EUR | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,147 EUR | 494,074 EUR | 99.35% | 99.35% |
04/07/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,826 EUR | 493,913 EUR | 99.35% | 99.35% |
03/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,475 EUR | 491,737 EUR | 99.01% | 99.01% |
02/07/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,922 EUR | 489,461 EUR | 99.35% | 99.35% |