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 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,779 EUR | 496,890 EUR | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,723 EUR | 499,862 EUR | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,122 EUR | 500,561 EUR | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,559 EUR | 500,280 EUR | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,665 EUR | 499,832 EUR | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,269 EUR | 502,135 EUR | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,717 EUR | 500,359 EUR | 99.37% | 99.37% |
04/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,984 EUR | 499,992 EUR | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,700 EUR | 499,850 EUR | 95.25% | 95.25% |
02/07/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,370 EUR | 499,185 EUR | 97.66% | 97.66% |